The Interaction among Taiwan, American, China,South Korea , and Hong Kong Stock Market: An Empirical Analysis on Cointegration Approach Rank Test and Impulse Response Function
碩士 === 國立高雄第一科技大學 === 金融研究所 === 99 === This paper uses Breitung (2001）nonlinear cointegration model rank test to analyze cointegraion relation and long run equilibrium between Taiwan, American, China, South Korea , and Hong Kong stock market in Subprime Mortgage from January 4, 2007 through December...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/36765127780391741802 |