Analysis of the Linkage Relationship between the Mainland Stock Market and the Taiwan Stock Market during the Post -epidemic Period Based on the VAR

This article use The Shanghai Composite Index, Shenzhen component Index and the Taiwan weighted stock index from January 4, 2021 to 20 , 2023 as sample. Establish an analysis of connected relationship between mainland markets during post-epidemic period. Conduct empirical through stable test, Grandie Cause effect testing, pulse response analysis, variance decomposition other methods.The results show that Taiwan's price is reason for Stock Exchange. market has a significant guiding role in short term. Compared with Exchange closer index.