The Interactive Analysis among REITs, Stocks and Bonds in Taiwan, USA and Japan before and after Subprime Mortgage Crisis
碩士 === 大葉大學 === 國際企業管理學系碩士班 === 98 === The purpose of this study is to explore the relationship among among REITs, stock, and bond market by using VAR model, ordinary least square test, impulse response functions and GJR GARCH-M Model. The researcher chose Taiwan, United States and Japan as the repr...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/31267540475571603532 |