A Threshold Model of Stock Prices and Money
碩士 === 淡江大學 === 經濟學系碩士班 === 94 === This research considers the relationship between stock prices and money supply in a nonlinear framework. Unlike previous studies based on linear VCEM or VAR models, we employ a multivariate TAR model based on Tsay(1998)''s paper to investigate the linkage...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/61496364655109947742 |