The Influence on Stock Prices Indices of International Stock Markets, Financial Factors and Macroeconomic Variables
碩士 === 國立臺灣大學 === 經濟學研究所 === 107 === This paper aim to discuss how international stock markets, financial factors and macroeconomic variables impact on stock prices indices by using VAR model, impulse response function and forecast error variance decomposition. We selected monthly data of TAIEX, Fin...
| 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/5d85e6 |