An Empirical Analysis of The Interactive Relationship Among Taiwan Stock Return and Macroeconomic Variables
碩士 === 長庚大學 === 企業管理研究所 === 93 === This study is based upon collecting 333 monthly data from January 1976 to September 2003. The purpose of this research is to apply the VAR(Vector Autoregressive Model) and analyzing the relationship between stock return and macroeconomic variables in Taiwan. Based...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2005
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Online Access: | http://ndltd.ncl.edu.tw/handle/20554588257811273421 |