The Study of Relationship among Taiwan Stocks Price,Exchange Rates, Interest Rates,and Money Supply
碩士 === 中國文化大學 === 國際企業管理研究所 === 88 === The GARCH (1,1) model is adopted in the paper to examine the relation among Taiwan stocks, exchange, interest, and money markets over the Asian financial crisis. The daily data form 1995/1/1 to 1999/12/31 is used to analyze the relation. The study sample of the...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2000
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| Online Access: | http://ndltd.ncl.edu.tw/handle/28119333893012678799 |