> 数据图表咨询大家3.32025-8-13.32024 2 29𝑅𝑡 = 𝑎𝑡 + 𝐵𝑡𝐹𝑡 + 𝑒𝑡资产沪深300中证1000恒生指数中债国债中债企业债中证转债南华商品沪金Growth0.8170.5901.255-0.002-0.0010.3561.0240.173Inflation0.114-0.022-0.249-0.002-0.002-0.0580.187-0.029资料来源：Wind，国泰海通证券研究。2024 2 29IntRate-0.0351.1090.287-1.074-0.584-0.5530.252-0.367Credit000-0.067-0.302-0.10300ExchRate-0.187-0.072-0.3720.0000.004-0.0260.1680.116LiquidityR_Square0.5491.3020.3100.0030.0110.281-0.059-0.07736.91%54.16%25.56%93.53%64.29%37.33%53.59%10.21%68国泰海通综合其他
