Revisiting the Link between Consumer Confidence and Stock Returns
碩士 === 國立臺灣大學 === 經濟學研究所 === 101 === This paper empirically investigates the relationship between consumer confidence and stock returns. First of all, we apply the structural VAR models to examine the role consumer confidence plays in the dynamics of stock returns and subsequently extract the struct...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/37845129483041487323 |