中国股市流动性风险的预警及其管理

摘要

According to the situation of Chinese stock market, firstly, this paper uses eight indexes about financial environment and capital market environment of the macro economic in 2001 - 2010 years, building the liquidity risk early - warning system of Chinese stock market, then calculates the composite index of Chinese stock market liquidity risk, and puts forward the methods of liquidity risk management. Finally, for a few years in our country in the future of the market＇s summarized and prospect, and puts forward related Suggestions.%针对中国股市情况，首先利用2001--2010年宏观经济的金融环境和资本市场环境中八个指标构建了中国股市流动性风险的预警体系，计算了中国股市流动性风险的综合指数，并提出了流动性风险管理的方法。对我国未来几年的股市运行情况进行了总结与展望，并提出了相关对策建议。