利率和资金流向对股指期货影响的实证分析——基于E.docx

文档介绍：Content
1 Introduction 1
Research Background and Significance ..1
Research Background 一l
Research Meaning .1
Domestic and Foreign Research Status and Literature Review 2
Overseas Research Status 一2
Domestic Research Status . .3
Research Contentand nle Technical Drawings 6
Research Contentand 6
111e Technology Roadmap .7
Possible innovation point ofthis article and the possible problems 一9 Possible innovations .9
Possible deficiencies .9
2 Overview of stock index futures in China 10
Overviewofstock index 10
main international stock index ..10
main stock index ..1 l
Overview ofstock index futures 11
111e CSI 300 stock index futures .11 The main factors affecting the price of the Shanghai and Shenzhen 300 stock
index futures .1:1
The development status ofChina’S stock index futures market .14 China's stock index futures development situation of securities market .14 Stock index futures in China Securities Market Development .16
3 Theoretical study 011 the effect of interest rate on stock index futures price
fluctuatioII .17
The volmility ofmeaning and the measure ofit 17
111e volatili锣ofmeaning .17
Volatility measure 17
Mechanism ofinterest rate fluctuation offutures price .17 The theoretical model of the stock index futures price effect of interest rate
ITT
万方数据
.... ...................................................... ..................................................... .17 Mechanism ofinterest rate fluctuation offutures price 19
The status quo ofthe interest rate market in China 20
empirical analysis of the impact of capital flows on Stock Index Futures Returns 22
The basic concept of capital flows and capital flow index analysis method 一22
The basic concept ofmoney flow index..................... .............................22 The flow offunds analysis ..23