Using Threshold Error-Correction Model to Investigate Asymmetric Price Transmission between the Real Estate and Stock Markets in Japan

碩士 === 國立高雄第一科技大學 === 金融營運所 === 95 === Japan is the second big economy all over the world, and it is the biggest one in Asia as well. The real estate market and stock market of Japan have great impact on international economy. In this study, employing the error-correction model, I investigate the as...

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Bibliographic Details
Main Authors: Ming-lin Lee, 李明霖
Other Authors: Yu-shan Wang
Format: Others
Language:zh-TW
Published: 2007
Online Access:http://ndltd.ncl.edu.tw/handle/92631610936953270087