RELATIONSHIPS AMONG STOCK PRICE, EXCHANGE RATE, AND FOREIGN INVESTMENT: AN APPLICATION OF MULTIVARIATE THRESHOLD MODELS
碩士 === 國立臺北大學 === 經濟學系 === 93 === In order to understand whether the relationships among stock price, exchange rate, and foreign investment involves threshold nonlinearity, this paper employs multivariate threshold statistic proposed by Tsay(1998) to perform the investigation. After finding that the...
| 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/60841173146515008475 |