Long Run Equilibrium and Short Run Dynamic Relationships among Stock Index, Interest Rate and Exchange Rate—Taiwan Evidence
碩士 === 淡江大學 === 全球華商經營管理數位學習碩士在職專班 === 99 === This study applies the time-series methodologies to deeply investigate the dynamic relationships among exchange rate, interest rate and stock price. The empirical result first finds that all three variables are I(1) stationary series. The further finding...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/10172069155017087884 |