臺灣地區房價與股價、利率及匯率關聯性

碩士 === 開南大學 === 企業與創業管理學系 === 96 === This paper using Cointegration, Vector Autoregression Model, Granger Causality test, Impulse Response Function and Forecast Error Variance Decomposition , to aimed at the dynamic relevant of Taiwan’s house price, stock price, interest rates and exchange rate, whi...

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Bibliographic Details
Main Authors: YU SHU-JUNG, 游淑容
Other Authors: 黃光中
Format: Others
Language:zh-TW
Published: 2008
Online Access:http://ndltd.ncl.edu.tw/handle/36855353837117776969