A Study on the Relationships between Stock and Foreign Exchange Markets of Europe and Asia - Evidence from Taiwan, Japan, South Korea, Germany, England and France

碩士 === 東海大學 === 管理碩士學程在職進修專班 === 94 === This research which is based on the relationships of stock prices and exchange rates among Taiwan, Japan, South Korea, Germany, England and France by using Unit Root test, Johansen Cointegration, Vector Auto Regression Model (VAR), Vector Error Correction Mode...

Full description

Bibliographic Details
Main Authors: Liao, Chi-Chu, 廖啟助
Other Authors: Wang, Kai-Li
Format: Others
Language:zh-TW
Published: 2006
Online Access:http://ndltd.ncl.edu.tw/handle/33926626274706627007