The study of stock price indices relationship among US, China, Hong Kong and Taiwan
碩士 === 雲林科技大學 === 財務金融系碩士班 === 98 === This study examines the impact of 2008 financial tsunami on Taiwan, China, Hong Kong and the United States stock indices. We use unit root test (ADF), Granger Causality test and vector autoregression model (VAR) to these markets’ relationships. The study uses da...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/67746721375183441788 |