Leading Indicators and Bear Market Predictions
碩士 === 國立雲林科技大學 === 財務金融系碩士班 === 101 === This paper investigates whether the macroeconomic variables can be served as leading indicators to predict the recessions in stock markets.The empirical data are drawn from Taiwan stock market with the monthly returns spanning from 2001 to 2012. Further,a set...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2013
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/50742153553388966190 |