An Empirical Study on the Dynamic Linkage between Taiwan Stock and Foreign Exchange Markets under the influence of China and U.S. Stock Markets.
碩士 === 樹德科技大學 === 金融與風險管理系碩士班 === 99 === This research, in contrast to previous literature such as Chang (2006), applies Rahbek and Mosconi (1998)’s cointegration test to investigate if there is a long-run equilibrium relationship between Taiwan stock and foreign exchange markets (NT dollar/U.S. dol...
| 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/35835203614932466639 |