中國股市與國際股市連動性之再探討

碩士 === 國立東華大學 === 經濟學系 === 102 === This paper re-examines the cointegration relationships between the Chinese stock markets and international stock markets.Furthermore, we use time-varying cointegration test proposed by Bierens and Martins (2010) to investigate whether the cointegration relationship...

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Bibliographic Details
Main Authors: Chi-Chih Yeh, 葉啟池
Other Authors: Chien-Fu Chen
Format: Others
Published: 2014
Online Access:http://ndltd.ncl.edu.tw/handle/vn53zu