The Relationship of Taiwan Stock Index and Macroeconomic Variables-By Time Series Analysis

The Relationship of Taiwan Stock Index and Macroeconomic Variables-By Time Series Analysis

碩士 === 國立雲林科技大學 === 財務金融系 === 106 === This study use time series to analysis Taiwan Capitalization Weighted Stock Index (TAIEX) and develop the model. Due to foreign capital investment in Taiwan, The influence of the US stock market on TAIEX is not to be underestimated.Because of China’s rapid econo...

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Bibliographic Details
Main Authors: CHENG, YU-CHENG, 鄭鈺澄
Other Authors: HSU,AI-CHI
Format: Others
Language:zh-TW
Published: 2018
Online Access:http://ndltd.ncl.edu.tw/handle/u7thj2
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Summary:碩士 === 國立雲林科技大學 === 財務金融系 === 106 === This study use time series to analysis Taiwan Capitalization Weighted Stock Index (TAIEX) and develop the model. Due to foreign capital investment in Taiwan, The influence of the US stock market on TAIEX is not to be underestimated.Because of China’s rapid economic growth,strong export market,worth us to discuss the influence to TAIEX.Since Financial crisis of 2008,stock market has structural change.This study use 2009~2017 data to analysis TAIEX for uni-variant time series forecasting model and use American Dow Jones Index,USD exchange rate,Shanghai Unify Index,RMB exchange rate to analysis TAIEX for multivariable time series forecasting model.

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