An Empirical Study on the Relationship between the Macroeconomic Factors and the Returns of the Stock Markets in Taiwan

碩士 === 樹德科技大學 === 金融與風險管理系碩士班 === 98 === We use OLS, fixed effect and random effect models to investigate how the macroeconomic factors affect the returns of Taiwan stock markets in the different stages of the business cycle, especially including the effect of U.S stock market. Results show that...

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Bibliographic Details
Main Authors: Chia-Ling Chuang, 莊家玲
Other Authors: Tzu-Wei Wang
Format: Others
Language:zh-TW
Published: 2010
Online Access:http://ndltd.ncl.edu.tw/handle/17737972568812303425