The Study on the Transmission Effect of the Dynamic Linkages between Taiwan and American Stock Markets
碩士 === 國立高雄第一科技大學 === 財務管理所 === 90 === This paper uses unit root test, cointegration test, error correction model, Granger causality test to analyze cointegraion relation and long run equilibrium between Taiwan and American stock markets from January 4, 1996 through December 31, 2001. Besides, we u...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2002
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| Online Access: | http://ndltd.ncl.edu.tw/handle/35873792904886731055 |