Cointegration and Common Trends on the interest rates

碩士 === 國立高雄第一科技大學 === 金融營運系碩士班 === 88 === In this thesis, we explore two topics. One is “Common trends, cointegration, and the term structure of interest rates in Taiwan.” The other is “The short term interest rates integration in the Asia Pacific region.” In topic one, we investigate whe...

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Bibliographic Details
Main Authors: Lih-Hung Fang, 方立弘
Other Authors: Shih-Kuo Yeh
Format: Others
Language:zh-TW
Published: 2000
Online Access:http://ndltd.ncl.edu.tw/handle/00895928355669625764