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...

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Bibliographic Details
Main Authors: Wu, Cheng Lin, 吳政霖
Other Authors: Linag, Fa Chin
Format: Others
Language:zh-TW
Published: 2003
Online Access:http://ndltd.ncl.edu.tw/handle/77319836713473778051