Empirical Study on the Determinants of Movement of Taiwan Stock Index
碩士 === 銘傳大學 === 金融研究所碩士在職專班 === 90 === The paper is to employ VECM to examine the long — run impact on the movement of Taiwan stock index. The regressors include traditional macro -economics variables, including M2 — M1b, Nasdaq index, S&P500 index, and some empirical factors, GDP loading factor...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2002
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| Online Access: | http://ndltd.ncl.edu.tw/handle/94745584685476907291 |