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...

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Bibliographic Details
Main Authors: Yuan-Ting Hsu, 徐園婷
Other Authors: Po-Chin Wu
Format: Others
Language:zh-TW
Published: 2018
Online Access:http://ndltd.ncl.edu.tw/handle/nru5t5

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