In this paper,three methods including unit root test,Granger causality test and VAR model are used to analyze the relation of Chinese interest rate and the sum of stock trade every month. The results show that stock m...In this paper,three methods including unit root test,Granger causality test and VAR model are used to analyze the relation of Chinese interest rate and the sum of stock trade every month. The results show that stock market is insensitive to the interest rate.展开更多
文摘In this paper,three methods including unit root test,Granger causality test and VAR model are used to analyze the relation of Chinese interest rate and the sum of stock trade every month. The results show that stock market is insensitive to the interest rate.
