An Empirical Analysis of The Relationship Between Taiwan Stock Index and Macroeconomic Variables

碩士 === 朝陽科技大學 === 財務金融系碩士班 === 91 === Abstract This study is based upon collecting 252 monthly data from January 1981 to December 2001. The purpose of this research is to apply the VAR model in discussing and analyzing the relationship between stock index and macroeconomic variables in Taiwan. Based...

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Bibliographic Details
Main Authors: Hung-Tai Wei, 魏宏泰
Other Authors: Ching-Chun Wei
Format: Others
Language:zh-TW
Published: 2003
Online Access:http://ndltd.ncl.edu.tw/handle/21810160974014997463