The Effect of Stock Market and Real Estate Prices on the Real Estate Investment Trusts in USA

碩士 === 靜宜大學 === 財務金融研究所 === 95 === In this empirical study, I use linear and nonlinear vector auto regression model to investigate the effect of stock market and real estate prices on the real estate investment trusts in USA from first Quarter of 1978 to fourth quarter of 2006. The results show that...

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Bibliographic Details
Main Authors: Shih-Kung Chen, 陳世恭
Other Authors: Yuh-sheng Horng
Format: Others
Language:zh-TW
Published: 2007
Online Access:http://ndltd.ncl.edu.tw/handle/21941890982758600991