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...

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Bibliographic Details
Main Authors: Chi-Sheng Chen, 陳啟賢
Other Authors: Ching-Ping Wang
Format: Others
Language:zh-TW
Published: 2010
Online Access:http://ndltd.ncl.edu.tw/handle/26010575889186556150