Using ARDL Model to Study the Relationship between House Price and Stock Price in Taiwan

碩士 === 國立東華大學 === 財務金融學系 === 105 === Study the relationship between house prices and stock prices in Taiwan, Applying Augmented Dickey–Fuller test (ADF) unit root test, use autoregressive distributed-lag model (ARDL) to test long - term equilibrium relationship and observe prices transmission. Addin...

Full description

Bibliographic Details
Main Authors: YU-CHIEH KUNG, 龔鈺絜
Other Authors: Ming-Long Lee
Format: Others
Published: 2017
Online Access:http://ndltd.ncl.edu.tw/handle/cpzjjf