Dynamic Analysis of Stock Market among USA, China and Taiwan before and after Subprime Mortgage Crisis

碩士 === 大葉大學 === 國際企業管理學系碩士班 === 99 === This article investigates before and after the subprime mortgage crisis, the interrelationships of stock market among United States (US), Chinese (Shanghai and Shenzhen), and the Taiwan. Using Granger causality test, cointegration, vector error correction mode...

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Bibliographic Details
Main Authors: Fu Jung Hsieh, 謝馥戎
Other Authors: Mei Ling Chen
Format: Others
Language:zh-TW
Online Access:http://ndltd.ncl.edu.tw/handle/98090452694924968158