The Relationship Between Stock Returns and Economic Growth:The Panel Smooth Transition Regression Model
碩士 === 國立高雄應用科技大學 === 金融資訊研究所 === 97 === This paper employs panel smooth transition regression, derived in Gonza’lez, Teräsvirta and Dijk(2004), to investigate the non-linear relationship between stock returns and economic growth. Using stock returns as threshold variable, we study whether the influ...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2009
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Online Access: | http://ndltd.ncl.edu.tw/handle/66789209680361751599 |