沈阳大学学报（社会科学版）2017，Vol.19Issue(1)：15-20,6.
房地产价格波动对金融稳定的影响效应
Effect of Real Estate Price Fluctuation on Financial Stability
摘要
Abstract
By using VAR model and GARCH model, the effect of real estate price fluctuation on financial stability in China is tested from two aspects of mean and fluctuation.The results show that the real estate price growth rate and the fluctuation of real estate price growth rate will have an impact on financial stability, the risk of real estate market can spread to the internal financial system, and the change of financial stability also affects the volatility of real estate prices.关键词
房地产/价格波动/金融稳定/GARCH模型Key words
real estate/price fluctuation/financial stability/GARCH model分类
管理科学引用本文复制引用
周泽炯,王磊..房地产价格波动对金融稳定的影响效应[J].沈阳大学学报（社会科学版）,2017,19(1):15-20,6.基金项目
国家社会科学基金资助项目(11BJL056). （11BJL056）
