财经理论与实践2018，Vol.39Issue(2)：35-40,6.
基于LPPL模型的股市泡沫研究——兼论主权债务危机时国际援助计划效果
Research on Stock Market Bubble based on LPPL Model:Evaluation of the Greece Programme during the Sovereign Debt Crisis
摘要
Abstract
This paper applies LPPL model to analyze the bubble state of Greek stock market, and then evaluates each Greece programmes.The empirical results show that there are anti-bub-bles in the Greek stock market during the first round of aid.During the second and third round of aids,there are reverse anti-bubbles in the Greek stock market partly,but there are anti-bubbles on the whole.The empirical results suggest that these aids has indeed helped,but has not funda-mentally improved Greek economic downturn means.In order to avoid such crisis,it is necessary to promote the healthy development of the real economy,pay close attention to the government debt issue,and focus on the coordination of monetary policy and fiscal policy.关键词
股市泡沫/LPPL模型/主权债务危机/国际援助计划Key words
stock market bubble/LPPL model/sovereign debt crisis/international aid plan分类
管理科学引用本文复制引用
曾志坚,王雯..基于LPPL模型的股市泡沫研究——兼论主权债务危机时国际援助计划效果[J].财经理论与实践,2018,39(2):35-40,6.基金项目
国家自然科学基金(71373072)、国家自然科学基金(71340014)、湖南省社会科学基金 (09YBA037) （71373072）
