An Empirical Study of Pricing Index Interrelationship Between International Stock Markets
碩士 === 國立臺灣大學 === 財務金融學系 === 81 === This thesis utilized Vector Autoregression (VAR) model pro- posed by Sims in 1980 to measure the price index interrelation- ship among U.S, Japan, Germany, U.K, Hongkong, Singapore, Taiwan , Korea and Thailand stock mar...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Online Access: | http://ndltd.ncl.edu.tw/handle/01318218484562756589 |