The Relationship between Foreign purchases and Taiwan Stock Market Index－An Application of Bivariate GARCH-in-Mean Model
碩士 === 國立高雄應用科技大學 === 國際企業系 === 98 === This study adopts the work of Radhames and Andre (2009), we measure informed interaction of stock returns and foreign purchase spanning the period from 1996 to 2009. Moreover, some variables, such as inflation, risk-free rate and the spread between long and sho...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/43070554134546825117 |