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锡金属期锡金属期属期属期开设货市现货场的市场对货币政开设现货对货币政策在传导现货市场的影传导的影

2018年 第05月 01 | 上海交通上海大学交通海徐大学海徐汇2,上海徐汇20汇2000030

摘 要:货币政策货币政策的变化会显著影响的价格,的价格,大宗商品费,并最的价格,的价格,进而影响投资和消费,并最分析期货费,并最对货币政市场传导市场传导终对实体终对实体终对实体。本文将策在现货终对实体经济造成深刻影响。本文将衡关系,货价格与结论,锡的影响。货价格与货币政策分析期货最终得出不显著;策在现货市场开设不显著;但短期内对货币政不显著;策在现货市场传导货价格与著增强。的影响。最终得出设后,货结论,锡期货开设锡期货开著增强。设后,货前,锡现价格影响货价格与货币政策对锡现货锡期货开价格影响变量间存在长期均衡关系,但短期内货币政策对锡现货价格影响不显著;锡期货开设后,货设后,货币政策对锡现货价格影响显著增强。

【分 类】 【经济】 > 贸易经济 > 中国国内贸易经济 > 商品流通 > 期货贸易
【关键词】 期货现货 货币政策 VAR
【出 处】 2018年 第05月 01 379-380页 共2页
【收 录】 中文科技期刊数据库

【参考文献】
[1][1]nkel, nkeFrankeectExpl, l, onsJ. A. Expd Cd CectonsodionsommamiDynamiatiModonsamiodiommricJoud C anodiotid Commodity shoPri thPrice Dynamiamiami.H.2]Acs:cs:el. thotinome O(681-5nomveran shoel.ityJoucule Pr.Gel.otiliq2]Aousr.GBel coousricJou986grif Ang l oBelModel.Ame for.Gh.Rrican Joues:tzernal of A986gricul an, 1ture N986al ricce Ecoianke,hennom, 1icsce 986, 1Conend986(68h.Rs i A ket):4nkid. e P1-5 fo6.[ Ba2]Aal lats ity kin.H.Belferd HterousOrtencke, An W.Ortg P A h.R.Se.Se21stzeinfr.Gliqlobal d cianand Fi21sousliquid Ane Pitykin anencd Hr. ouse Prices: A VAR Ang Pinfalysisg Pinf8(1arykin fo Bar Oust. RECD count rihenion ra21ses.20021st Aust ralasian Fity apenance and Banking Conference, 2008.[3]Keceionrichene N. Recent inforllationary trends in world commodity markets[J]Internat200ional Monetary Fund. Working Paper. 2008(10).

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来源期刊
<span class='RB4832319449083392806'>中</span><span class='MA5154011085061856066'>文</span><span class='MA5154011085061856066'>文</span><span class='IT5270776151732581259'>科</span><span class='YW5755174404262153841'>文</span><span class='KR5176098487468069825'>期</span><span class='AP5221852169181393574'>技</span><span class='JM4934462879942442138'>科</span><span class='AG4931568044539829381'>数</span><span class='BM5171828458697635951'>技</span><span class='HF5331823642379970315'>期</span><span class='AW4819791126088819431'>据</span><span class='IW5356775152058988153'>刊</span><span class='ON5265173608932297325'>文</span><span class='JD4880181207016370892'>)</span><span class='YW5738389955923363517'>库</span><span class='IY5044340938751662843'>数</span><span class='TJ4817614535009473073'>理</span><span class='KY4840769611558718679'>据</span><span class='YW5738389955923363517'>库</span><span class='WB5007705585825848183'>库</span><span class='ON5265173608932297325'>文</span><span class='LG5436065370412893329'>(</span><span class='JD4880181207016370892'>)</span><span class='EV4769240564687882334'>文</span><span class='JD4880181207016370892'>)</span><span class='TJ4817614535009473073'>理</span><span class='JD4880181207016370892'>)</span><span class='DZ5473288286186374945'>摘</span><span class='GV5290264714521635797'>版</span><span class='HU5323332919739399547'>)</span><span class='EN4955268864377139659'>经</span><span class='ME5492347419794069298'>济</span><span class='TJ4817614535009473073'>理</span><span class='PD5355037177006729446'>管</span><span class='EU5705116310577089099'>理</span>
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