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-...
Main Authors: | , |
---|---|
Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
1997
|
Online Access: | http://ndltd.ncl.edu.tw/handle/68162529261629785670 |