Cointegration Analysis in Stck,Bond and REIT
碩士 === 國立中正大學 === 財務金融所 === 94 === This paper examines the properties for investments in several asset types (stock, bond and REIT). We employ cointegration methodology in four Asia-Pacific countries to proceed our research. In Hong Kong, Japan and Singapore markets, we don’t find any long run relat...
| Main Authors: | , |
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| Format: | Others |
| Language: | en_US |
| Online Access: | http://ndltd.ncl.edu.tw/handle/46658488174539747597 |