The Dynamic Relationship Between US Stock Market and the Macroeconomic Variables
碩士 === 國立臺灣大學 === 經濟學研究所 === 107 === This study applies the vector error correction model (VECM) to investigate the relationship between the US S&P 500 Index and five macroeconomic variables (money supply M2, the spread between 3-month and 10-year treasury yield, US investment-grade credit sprea...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2019
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| Online Access: | http://ndltd.ncl.edu.tw/handle/57bpe7 |