探討美國17個城市之房市與股市價格間的相互關係 -以ARDL、Granger因果關係分析

碩士 === 國立東華大學 === 財務金融學系 === 105 === The purpose of this study is to examine the relationship between stock and house price of seventeen United States cities by using the Autoregressive distribution lag model. The information period is monthly data, from January 1993 to December 2016. By using bound...

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Bibliographic Details
Main Authors: Ying-Chen Yeh, 葉迎辰
Other Authors: Ming-Long Lee
Format: Others
Published: 2017
Online Access:http://ndltd.ncl.edu.tw/handle/377bbr

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