The Effects of Interest Rate Changes on the Stock Market in Taiwan ─ VECM and Event Study
碩士 === 真理大學 === 財經研究所 === 100 === This study used the Chow test to analyze the daily data from February 1, 2005 to December 31, 2011 and found out that the structural change point was on July 26, 2007 and November 26, 2008. Further, the sample data was divided into three sub-period, and the Ve...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/58991216579308198655 |