广东石油化工学院学报Issue(4)：74-77,82,5.
金融危机对我国ETF风险与收益影响分析--基于货币及QE视角
Analysis on Impacts of the Financial Crisis on ETF Funds Risk and Return from the Perspectives of Monetary and QE
摘要
Abstract
ETF funds is an important financial instrument in today ’s China financial market .By combining the time table of the monetary policy responding to the financial crisis ,we analyze what impact financial crisis has brought to the return and risk of ETF funds .We find that ,surplus return of ETF funds has linear relation with the market both before and after the financial crisis in 2008 ,and this financial cri-sis has limitedly affected the return and risk of the ETF funds .关键词
ETF/风险/收益/GARCH模型Key words
ETF/Risk/Return/GARCH Model分类
管理科学引用本文复制引用
李江涛..金融危机对我国ETF风险与收益影响分析--基于货币及QE视角[J].广东石油化工学院学报,2014,(4):74-77,82,5.基金项目
广东技术师范学院与广东中联羊城资产评估有限公司合作研究项目 （）
