Investigating the Predictive Power of Macroeconomic Variableson Stock Market: The Case of Taiwan

碩士 === 國立臺灣大學 === 經濟學研究所 === 100 === The aim of this paper is to investigate the predictive power of macroeco- nomic variables on Taiwan stock market. The study covers the period from 1971.1 to 2011.12, using Markov-Switching model to identify the bear and bull stock market, finding that term sp...

Full description

Bibliographic Details
Main Authors: Yun-Tzu Ku, 顧芸慈
Other Authors: 陳旭昇
Format: Others
Language:zh-TW
Published: 2012
Online Access:http://ndltd.ncl.edu.tw/handle/84340590327601815870