An Empirical Study on the Impacts of Taiwan (TAIEX) on the Thailand (SETTAI), Philippines (ALLPI) and Malaysia (FBMT100)

• Main Authors: CHIA SOON QTAN, 謝訓謙
• Other Authors: KER-TAH HSU
• Format: Others
• Language: en_US
• Published: 2017
• Online Access: http://ndltd.ncl.edu.tw/handle/m84z4m

碩士 === 國立臺中教育大學 === 國際經營管理碩士學位學程(IMBA) === 105 === These studies focus on Taiwan and Thailand, Malaysia, Philippine stock market linkage, figure out between these four country stock market index relationships. Mainly analysis by Unit Root Tests, Vector Autoregression (VAR), Cointergration Test, Impulse Response Analysis, Granger Causality Test, and Variance Decomposition this six analysis tools. And we try to explaining our findings by showing that the significant correlation in research. The results show that some of these Southeast Asian countries on the Taiwan stock market will have a certain impact and impact, and Taiwan stock market changes will also affect some Southeast Asian countries.