Application of Vector Error Correction Model in Analyzing the long-run and short-run relationship among stock index, outstanding balance of margin loan and outstanding balance of stock loan.

Application of Vector Error Correction Model in Analyzing the long-run and short-run relationship among stock index, outstanding balance of margin loan and outstanding balance of stock loan.

碩士 === 國立交通大學 === 工業工程研究所 === 84 === To avoid the spurious regression model or the misspecification of the model,this thesis uses Vector Error Correction Model (VECM) to analyze therelationship among stock index , outstanding balance of ma...

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Bibliographic Details
Main Authors: Lin, Shih-Wei, 林世維
Other Authors: Lee-Ing Tong, Chih-Young Hung
Format: Others
Language:zh-TW
Published: 1996
Online Access:http://ndltd.ncl.edu.tw/handle/98484048755295719702

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