“一带一路”相关国家股票指数投资研究——以中国投资者跨国股权投资视角分析  

Investm ent analysis on stock indexes of countries involved in the Belt and Road--From the perspective of Chinese investors'transnational equity investment

作　　者：王祚胤 Wang Zuoyin(Chinese Academy of Finance and Development.the Central University of Finance annd Economics)

机构地区：[1]中央财经大学中国金融发展研究院

出　　处：《一带一路报道（中英文）》2021年第3期91-93,共3页The Belt and Road Reports

摘　　要：本文利用“一带一路”39个相关国家及美国核心股指平均收益和对应汇率数据,综合收益率、风险、与中国股指的相关性、投资期限等信息,以中美股市为参照,对40国股指进行排序及投资分析,提出其与中国股指的低相关度,成为中国投资者理想的风险对冲投资项目。This paper uses the average return and corresponding exchange rate data of the core stock indexes of 39 countries involved in the Belt and Road as well as the United States,integrates the information of the return rates,risks,correlation with Chinese stock indexes and investment horizons,refers to the stock markets in the US and China,ranks and analyzes the 40 countries'stock indexes for investment,and proposes that stocks in the 39 countries are ideal risk-hedging investment projects for Chinese investors due to their low relevance to Chinese stock indexes.

关 键 词：一带一路 跨国投资 对冲投资 股权投资 

分 类 号：F83[经济管理—金融学]