The Study of the linkage between Taiwan and U.S. Stock Price Indexes-Granger Causality Test based on Frequency Domain
碩士 === 逢甲大學 === 金融碩士在職專班 === 103 === This study investigates causal dynamic linkage between Taiwan stock price and three stock price indexes (D&J, NASQ, and S&P 500) of the United States over 2006/1/6 to 2014/12/26 using Granger causality test based on Frequency domain, proposed by Breitung...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2015
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| Online Access: | http://ndltd.ncl.edu.tw/handle/93160338515063042612 |