AN EMPIRICAL STUDY OF THE RELATIONSHIP BETWEEN MONETARY PRICE-VOLUME FACTORS AND STOCK INDEX
碩士 === 南華大學 === 財務管理研究所 === 91 === The study investigates the long-term interrelationships between stock index and monetary factors, by the cointegration analysis. Vector Autoregression (VAR) is first estimated, from which yields forecast error variance decomposition and impulse response function...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2003
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| Online Access: | http://ndltd.ncl.edu.tw/handle/42162150485246825918 |