The Study of the relationship in Taiwan Stock Indexes, Futures, Taiwan 50 ETF and Interest Rate
碩士 === 國立高雄應用科技大學 === 商務經營研究所 === 98 === This paper examines the relationship of short-term and long-term equilibrium on Taiwan stocks index, futures, Taiwan 50 ETF, Taiwan electric index, Taiwan financial index and interest rate. We utilize unit root test, cointegration test, vector error correctio...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2010
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Online Access: | http://ndltd.ncl.edu.tw/handle/26010575889186556150 |