A study on the relationships of stock price and macroeconomic variables for Taiwan and U.S.A. stock market
碩士 === 國立交通大學 === 經營管理研究所 === 89 === The study investigates the relationships of stock price and macroeconomic variables for Taiwan market and U.S.A. market by method of VAR model－Granger Causality method and Error Correction Model（ECM）. The macroeconomic variables included money supply, industrial...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2001
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/99209563425069447302 |