The Dynamic Correlation of Taiwan and US among Stock Price, Exchange Rate and Interest Rate –VECM and VECM-GARCH Application
碩士 === 國立中央大學 === 產業經濟研究所在職專班 === 101 === The purpose of this paper is to investigate the dynamic correlation among stock indices, exchange rates, and interest rates in Taiwan and America. The monthly sample data are from October 1991 to February 2013. Based on three different unit root tests-ADF、PP...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/80302643649197690090 |