A study of stock prices relationship amongTaiwan, NASDAQ and Philadelphia Semiconductor
碩士 === 嶺東科技大學 === 財務金融研究所 === 99 === Using monthly return data from May, 1994 to November, 2010 for Taiwan, NASDAQ and PS Weighted index, this paper explores correlations among them. We employ Granger Causality Test and Vector Autoregressive (VAR) model. Empirical results show that NASDAQ stock m...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/p6j9s3 |
| Summary: | 碩士 === 嶺東科技大學 === 財務金融研究所 === 99 === Using monthly return data from May, 1994 to November, 2010 for Taiwan, NASDAQ and PS Weighted index, this paper explores correlations among them. We employ Granger Causality Test and Vector Autoregressive (VAR) model. Empirical results show that NASDAQ stock market’s influence on the Taiwan does exist. At last, Taiwans stock market is not affected by PS.
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