The price behavior of stock prices, exchange rates and interest rates in the Asia Pacific emerging markets - Panel cointegration and the VAR models applications
博士 === 國立雲林科技大學 === 管理研究所博士班 === 100 === This study examines the price behavior and their interaction of stock prices, exchange rates and interest rates in the Asia Pacific emerging markets. We employ panel cointegration tests and vector autoregressive model, generalized impulse response function to...
| 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/vmx4p5 |