贸易争端对行业投资风险的效应实证研究  

Empirical Study on the Effect of Trade Dispute on Industry Investment Risk

作　　者：李晓宁 蒋文江[1] 赵茂 常世伟 LI Xiao-ning;JIANG Wen-jiang;ZHAO Mao;CHANG Shi-wei(Pan-Asia Business School,Yunnan Normal University,Kunming 650091,China)

机构地区：[1]云南师范大学泛亚商学院,云南昆明650091

出　　处：《云南师范大学学报（自然科学版）》2019年第3期29-34,共6页Journal of Yunnan Normal University:Natural Sciences Edition

基　　金：国家自然科学基金资助项目(11361022);中国博士后科学基金资助项目(2018M633640XB)

摘　　要：运用计量金融学、统计学等量化工具研究了中美贸易争端对我国经济的影响.通过对贸易争端爆发前后申万二级行业指数的VaR和VaB/VaR的量化分析,给出了受贸易争端影响较大的行业较为精准的定位,并以此为依据提出了相应的对策.The impact of Sino-US trade disputes on China's economy is studied by means of quantitative finance,statistics and other quantitative tools.Through the quantitative analysis of the changes of VaR and VaB/VaR of Shenwan secondary industry index before and after the outbreak of trade dispute,it accurately positions the industries that are more affected by trade dispute.Based on this,it then put forward some corresponding countermeasures.

关 键 词：投资风险 风险收益 贸易争端 信息挖掘 

分 类 号：F224.7[经济管理—国民经济]