Investigating the Predictive Power of Macroeconomic Variableson Stock Market: The Case of Taiwan
碩士 === 國立臺灣大學 === 經濟學研究所 === 100 === The aim of this paper is to investigate the predictive power of macroeco- nomic variables on Taiwan stock market. The study covers the period from 1971.1 to 2011.12, using Markov-Switching model to identify the bear and bull stock market, finding that term sp...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2012
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/84340590327601815870 |