中国股市流动性风险的预警及其管理  

The Liquidity Risk Early-warning And Management of Chinese Stock Market

作　　者：胡俊[1] 李欣[2] 

机构地区：[1]安徽财经大学统计与应用数学学院,安徽蚌埠233030 [2]安徽财经大学金融学院,安徽蚌埠233030

出　　处：《哈尔滨商业大学学报（社会科学版）》2012年第1期78-83,共6页Journal of Harbin University of Commerce:Social Science Edition

摘　　要：针对中国股市情况,首先利用2001—2010年宏观经济的金融环境和资本市场环境中八个指标构建了中国股市流动性风险的预警体系,计算了中国股市流动性风险的综合指数,并提出了流动性风险管理的方法。对我国未来几年的股市运行情况进行了总结与展望,并提出了相关对策建议。According to the situation of Chinese stock market, firstly, this paper uses eight indexes about financial environment and capital market environment of the macro economic in 2001 - 2010 years, building the liquidity risk early - warning system of Chinese stock market, then calculates the composite index of Chinese stock market liquidity risk, and puts forward the methods of liquidity risk management. Finally, for a few years in our country in the future of the market＇s summarized and prospect, and puts forward related Suggestions.

关 键 词：流动性风险 预警体系 综合指数 管理方法 

分 类 号：F830.91[经济管理—金融学]