Nonlinear and time-varying causality among stock market, housing market and economic growth: The role of FinTech index
碩士 === 中原大學 === 國際經營與貿易研究所 === 106 === The study builds a panel smooth transition vector autoregression model (PST-VAR model) and uses the constructed financial technology index (FinTech index) as the transition variable to assess the time- and country-varying threshold causality between stock retur...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2018
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| Online Access: | http://ndltd.ncl.edu.tw/handle/nru5t5 |