三区制下我国通货膨胀率和股票收益率关系的实证研究——基于马尔科夫区制转换VAR模型
龙翠红, 王海维, 颜雨欣
An Empirical Study on the Relationship between Inflation Rate and Stock Return under the Three-Regime System: Based on the Markov-Switching VAR Model
LONG Cui-hong, WANG Hai-wei, YAN Yu-xin
华东师范大学学报(哲学社会科学版) . 2019, (4): 164 -174 .  DOI: 10.16382/j.cnki.1000-5579.2019.04.017