Asymmetric Effects of Unexpected Monetary Policy on Stock Returns in Taiwan: An Application of Markov-Switching Model

碩士 === 國立臺北大學 === 經濟學系 === 101 === Since the effect of expected monetary policy becomes insignificant, more and more researchers have tried to explore the effect of unexpected monetary policy on stock returns under the expansion and recession states of an economy. Previous studies discover that...

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Bibliographic Details
Main Authors: Ou Chiung-Mei, 歐瓊鎂
Other Authors: Liu Shi-Miin
Format: Others
Language:zh-TW
Published: 2013
Online Access:http://ndltd.ncl.edu.tw/handle/39053658798819461040