统计研究 ›› 2008, Vol. 25 ›› Issue (3): 42-45.

• 论文 • 上一篇    下一篇

存款准备金率调整对我国证券市场的影响

刘洋   

  1. 北京交通大学
  • 收稿日期:1900-01-01 修回日期:1900-01-01 出版日期:2008-03-15 发布日期:2008-03-15

Impact of Deposit Reserve Rate Adjustment on Chinese Security Market

Liu Yang   

  • Received:1900-01-01 Revised:1900-01-01 Online:2008-03-15 Published:2008-03-15

摘要: 本文通过对2007年中国人民银行十次提高存款准备金率对证券市场影响进行分析研究,研究表明提高存款准备金率对证券市场总体影响显著,且呈现显著的负线性相关性,存款准备金率的调整存在滞后性,且受多种因素影响,此外,存款准备金率调整对不同行业的影响也不同。

关键词: 存款准备金率, 证券市场, 回归分析

Abstract:

This paper investigates the impact of 10 times increasing the deposit reserve ratio by People’s Bank of China on the security market in 2007. The results show that raising the deposit reserve ratio significantly affects the security market, there is negative linear correlation between them, and the adjustment of deposit reserve rate is affected by many factors. In addition, the effect of the adjustment of deposit reserve rate on various industries are also different.

 

Key words: Deposit reserve rate, Security market, Regression analysis