MONETARY POLICY, EXCHANGE RATE AND STOCK PRICES IN TAIWAN: AN EMPIRICAL ANALYSIS
碩士 === 國立臺北大學 === 經濟學系 === 91 === This thesis investigates the relationship between monetary policy, exchange rate and stock prices in Taiwan from 1983 through 2002. By applying the Granger causality test proposed by Toda and Yamamoto (1995), variance decomposition analysis and impulse responses ana...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2003
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Online Access: | http://ndltd.ncl.edu.tw/handle/77319836713473778051 |