The Relationship Between Stock Price Indices And Factor of Macroeconomics

碩士 === 國立中興大學 === 企業管理學系 === 85 === The thesis used Vector Autoregressive Model to analyse Causality Relationship,Impulse Reponse and Forecast Error Variance Decomposition of Taiwan stock market and macroeconomics factors,including financeprice index,non-...

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Bibliographic Details
Main Authors: Shyu, Kuo Chun, 徐國鈞
Other Authors: Huang ing-san
Format: Others
Language:zh-TW
Published: 1997
Online Access:http://ndltd.ncl.edu.tw/handle/68162529261629785670