Dynamic Linkages among Foreign Equity Flows, Index Returns, Dividend Yield, and Price to Earnings Ratio in Taiwan
碩士 === 國立臺灣大學 === 財務金融學研究所 === 102 === This study investigates the dynamic interactions among the foreign equity &;#64258;ows, TAIEX returns, dividend yield, and price to earnings ratio. We utilize vector autoregression(VAR) model and Granger causality to analyze the monthly data during the full...
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| Format: | Others |
| Language: | en_US |
| Published: |
2014
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| Online Access: | http://ndltd.ncl.edu.tw/handle/35192625445120849372 |