变量 | 含义 | 均值 | 标准差 | 最大值 | 最小值 |
Sum_from | 风险溢出水平 | 30.778931 | 5.067243 | 48.560285 | 19.049925 |
Sun_to | 风险吸收水平 | 30.778931 | 5.053463 | 47.715625 | 19.108854 |
EPU | 经济政策不确定性 | 351.847411 | 26.176973 | 97.082989 | 2.614409 |
Liq | 换手率 | 33.349375 | 21.186100 | 130.524100 | 1.420300 |
size | 行业市值规模 | 26.484908 | 0.977154 | 28.970300 | 22.607279 |
rate | 行业收益情况 | 0.027654 | 0.457767 | 1.927665 | −2.079605 |
std | 行业价格波动率 | 1.761528 | 0.824093 | 7.149791 | 0.356308 |
GDP | GDP增长率 | 0.314507 | 0.696446 | −0.791950 | 1.210007 |
m2 | 货币供应量增长率 | 0.010519 | 0.010358 | 0.047204 | −0.012680 |
hushen | 大盘增长率 | −0.001508 | 0.078026 | 0.229583 | −0.299088 |
jq | 宏观经济景气情况 | 99.006940 | 4.714821 | 117.210000 | 86.300000 |