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...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2013
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Online Access: | http://ndltd.ncl.edu.tw/handle/39053658798819461040 |