An Empirical Study on the Interrelationships among the Stock Indexes- The cases of Construction, Steel and Cement Industries
碩士 === 國立屏東科技大學 === 財務金融研究所 === 95 === This study was Johansen cointegration test to evaluates Taiwanese stock price indexes of construction, cement and steel, and then uses the Granger-causality test to observe the lead-lag relations among them. The empirical results： 1.The cointegration test shows...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/10200954034900083037 |