Using VAR To Investigate Association Among Stock Prices, Exchange Rate And Interest Rate Before And After The Interest Rate Cut
碩士 === 義守大學 === 財務金融學系 === 100 === This study focus on the stock price, exchange rate of NTD and interest rate in the macroeconomics as the variables. First, using the Johansen's cointegration analysis to examine whether there are cointegrating relationships and using the Granger causal to veri...
| 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/76956662336955805181 |