中国自贸区对期货交易市场影响效应的研究——来自于郑州期货交易所发展的证据  

The Effect of Free Trade Zone on Futures Trading Market——Evidence from the Development of Zhengzhou Futures Exchange

作　　者：顾琳琳 李琦[2] GU Linlin;LI Qi(School of Accounting, Dongbei University of Finance and Economics, Dalian 116025, China;School of Economics and Administration, Shenyang Ligong University, Shenyang 110159, China)

机构地区：[1]东北财经大学会计学院,辽宁大连116025 [2]沈阳理工大学经济管理学院,辽宁沈阳110159

出　　处：《大连理工大学学报（社会科学版）》2020年第1期63-67,共5页Journal of Dalian University of Technology(Social Sciences)

摘　　要：2017年4月河南自贸区挂牌成立,自贸区有助于河南加快经济转型升级,更好地服务于“一带一路”建设,为郑州商品交易所创造了广阔的发展空间。基于该政策背景,以事件分析法与时间序列分析相结合评估了河南自贸区成立对郑州商品交易所发展带来的影响作用。研究结果表明:设立自贸区促进了郑商所成交金额占全国比重月平均上升2.04%,自贸区对郑商所商品交易发展起到一定的积极拉动作用。Henan free trade zone(FTA)was officially established in April of 2017.The FTA intends to help Henan to speed up economic transformation and upgrading,better serve the construction of“Belt and Road Initiative”,and create a broad space for the development of Zhengzhou Commodity Exchange.Based on the policy background,this paper evaluates the influence of the establishment of Henan FTA on the development of Zhengzhou Commodity Exchange by combining event study with time series analysis.The results show that the establishment of FTA has promoted the share of transaction at Zhengzhou Commodity Exchange by 2.04%on a monthly average.It can be said that the FTA has played a positive role in the development of Zhengzhou Commodity Exchange.

关 键 词：自贸区 期货交易 郑商所 事件分析法 

分 类 号：F420[经济管理—产业经济]