艺术品、股票市场的相关性及其波及
发布时间：2019-04-23 13:52
【摘要】：我国股票市场与艺术品市场作为两个重要的投资领域,存在着显著的相关性。一方面,它们都与宏观经济联系紧密;另一方面,两个市场间存在着竞争效应和财富溢出效应。通过运用分别反映两个市场总体态势的指数数据所构建的向量自回归模型和向量误差修正模型以及在此基础上进行的相关检验可以得出如下结论:投资者基于艺术品市场的变化可以实现对股票市场的预测,从长期来看,艺术品市场与股票市场呈正相关。
[Abstract]:China's stock market and art market as two important areas of investment, there is a significant correlation. On the one hand, they are closely related to the macro-economy; on the other hand, there are competition effects and wealth spillover effects between the two markets. The vector autoregressive model and the vector error correction model based on the exponential data which reflect the overall situation of the two markets respectively, as well as the correlation test on this basis, can be concluded as follows: the investor is based on art. Changes in the art market make it possible to predict the stock market, In the long run, the art market is positively correlated with the stock market.
【作者单位】： 山东财经大学艺术学院;
【基金】：国家社会科学基金后期资助项目“金融与艺术融合理论与实现路径研究”(批准号:17FJY019)
【分类号】：F832.51;J124
本文编号：2463524
[Abstract]:China's stock market and art market as two important areas of investment, there is a significant correlation. On the one hand, they are closely related to the macro-economy; on the other hand, there are competition effects and wealth spillover effects between the two markets. The vector autoregressive model and the vector error correction model based on the exponential data which reflect the overall situation of the two markets respectively, as well as the correlation test on this basis, can be concluded as follows: the investor is based on art. Changes in the art market make it possible to predict the stock market, In the long run, the art market is positively correlated with the stock market.
【作者单位】： 山东财经大学艺术学院;
【基金】：国家社会科学基金后期资助项目“金融与艺术融合理论与实现路径研究”(批准号:17FJY019)
【分类号】：F832.51;J124
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