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本文选用金融深化程度、保险深度和外源资金贡献率作为金融发展指标，并从金融深化程度的合理性考虑引入金融效率权重，通过VEC模型和Granger因果检验对东北地区1993 ~ 2014年的金融发展与产业结构调整进行了实证分析。结果显示：从短期来看，产业结构优化与产业结构升级相互促进，金融发展与产业结构优化相互促进，产业结构升级对保险业发展有促进作用；从长期来看，产业结构优化促进产业结构升级，金融深化可...
利用Hong（2001）方法系统检验了中国与国际市场间期货交易的4种信息溢出：均值、方差、10%和5%下跌风险溢出。研究表明，在我们研究的9类期货品种中，8类与国外市场间存在显著的信息溢出效应，而中国小麦期货受CBOT小麦显著的均值溢出影响，其反向信息溢出则不显著。并且，中国加入WTO后，国内外期货交易的联系有所增强，我国的一些期货品种也在国际期货市场中具备了一定的影响力。但总体而言，与国际发达期...
Interrelationships Among Korean Outbound Tourism Demand:Granger Causality Analysis
Korean outbound tourism demand causality relationship, vector autoregressive model, interrelationship
2011/4/2
This study investigated Korean outbound tourism demand and its determinants using the Granger causality (GC) analysis. In contrast to previous studies, which dealt only with internal factors, such as ...
The Nobel Prize in Economic 2003，Clive W.J. Granger，for methods of analyzing economic time series with common trends (cointegration). 
Granger causality in risk and detection of extreme risk spillover between financial markets
Cross-spectrum Extreme downside risk Financial contagion Granger causality in risk Nonlinear time series Risk management Value at Risk
2011/4/2
Controlling and monitoring extreme downside market risk are important for financial risk management and portfolio/investment diversification.
Granger Causality in Risk and Detection of Extreme Risk Spillover Between Financial Markets
Cross-spectrum Extreme downside risk Financial contagion Granger causality in risk Nonlinear time series Risk management Value at Risk
2011/4/6
Controlling and monitoring extreme downside market risk is important for financial risk management and portfolio/investment diversification. In this paper, we introduce a new concept of Granger causal...