Revisiting the Dynamic Linkage in Taiwan Stock Index, Taiwan Stock Index Futures and NTD/USD Exchange Rate
碩士 === 樹德科技大學 === 金融與風險管理系碩士班 === 100 === This research uses the statistical methods proposed by Rahbek and Mosconi(1998), Granger(1969), and Pesaran and Shin(1998) to investigate the dynamic linkage between Taiwan Stock Index, Taiwan Stock Index Futures and NTD/USD rate under the influence of exoge...
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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/13642135139725302762 |