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Title:
Empirical Analysis on the Dynamic Relationship between Economic Growth and Stock Market in China
Source:
International Conference on Engineering and Business Management 2012(Part 3 Engineering and Project Management)
(pp 1674-1677)
Author(s):
Jun Xie, Zhejiang Business and Technology Institute, Ningbo, China, 315211
Jun Leng, Business School, Ningbo University, Ningbo, China, 315211
Abstract:
In this paper, an econometric model was used to analyse the dynamic relationship between GDP and stock market in Chinathrough cointegration tests, variance decomposition and impulse response analysis method. The results showed that: long-run equilibrium relationship exists between seasonally adjusted GDP growth and the futures market, and there is Granger causality between GDP and stock market turnover---GDP leads the stock market turnover. The variance of GDP is greater than which from the futures market turnover, and GDP growth has a guiding role on the development and promotion of the stock futures market.
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