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...
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 |
Similar Items
-
臺灣地區房價與購屋貸款、建築貸款關聯性之 實證研究
by: 李沿儒, et al. -
台灣地區利率、匯率與股價互動關係之研究
by: Chang Feng Chen, et al. -
外資、匯率、利率及臺灣股價之關聯與波動性研究-GARCH-VEC模型之應用
by: 徐魁君
Published: (2002) -
長、短期利率與台灣加權股價指數之關聯性
by: Chia-liang Yen, et al.
Published: (2009) -
財政支出、匯率與利率:臺灣的實證研究
by: Jian, Mei Se, et al.
Published: (1996)