Empirical Studies on Arbitrage Pricing Theory(APT) Market factors
碩士 === 國立雲林科技大學 === 企業管理系碩士班 === 93 === ABSTRACT According as the Ross(1976) APT(Arbitrage Pricing Theory). This study chose five factors (GDP, inflation, exchange rate, interest rate and default risk) to observe the relevance between the default risk and the Taiwan Weighted Index. The first step is...
| 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/82159351655076060348 |