Research on the Impact and Countermeasures of the Common Volatility of the Southeast Asian Stock Markets upon the Stock Price Transmission of China’s Monetary Policy

摘要：

With the world economic integration, the economy between China and Southeast Asian countries is more and more closely related, and there have been a lot of documents on this issue, but the research on the impact of the Southeast Asian stock markets upon the transmission mechanism of Chinas monetary policy is still blank. This thesis, firstly, uses the econometric method to analyze the common volatility spillover of the Southeast Asian stock markets upon Chinas stock market; secondly, it discusses the stock market transmission theory of Chinas monetary policy; finally, it analyzes the impact of the Southeast Asian stock markets upon the stock price transmission of Chinas monetary policy and puts forward some countermeasures to effectively exert the influence of Chinas stock price in the monetary policy transmission.

作者: Rui-feng ZHANG Xian-can LIU

作者单位: Economics and Management Experimental Center, Hebei University of Economics & Business School of Public Finance and Taxation, Hebei University of Economics & Business

会议类型: 国际会议

会议名称: 2011 IEEE 18th International Conference on Industrial Engineering and Engineering Management(2011 IEEE 第十八届工业工程与工程管理国际会议 IEEM2011)

会议地点: 长春

会议语种:英文

页码: 466-470

在线出版日期: 2011-09-03（万方平台首次上网日期，不代表论文的发表时间）