The Relationship between Stock Prices and Macroeconomic Variables with Structural Breaks ：An Empirical Study in Malaysia
碩士 === 國立高雄應用科技大學 === 金融資訊研究所 === 97 === The aim of this paper, differing from previous literature, is to examine whether regime changes will break down the stability of the relationship between macroeconomic variables and stock prices. Employing the unit root tests of Zivot and Andrews(1992) and th...
| 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/94439046589812144253 |