Non-Linear Panel Threshold Effect Analysis between Money Supply and Stock Return
碩士 === 淡江大學 === 國際商學碩士在職專班 === 94 === This study discusses the threshold effect between variation of money supply and stock return. By using the panel threshold autoregressive model, I would like to test the asymmetrical nonlinear relationships that have different effects of variation of money suppl...
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| Format: | Others |
| Language: | zh-TW |
| Online Access: | http://ndltd.ncl.edu.tw/handle/13961058310016623643 |