The Relationship between Emerging Markets Bond Index and U.S. Macroeconomic Variables

碩士 === 國立高雄第一科技大學 === 金融研究所 === 103 === In this study, market index data from January 2008 to July 2014 were used for investigating the correlation between the emerging markets indices and the overall economic index of the United States. A unit root test, vector auto-regression, Granger causality te...

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Bibliographic Details
Main Authors: Yi-wen Wang, 王怡雯
Other Authors: Yu-shan Wang
Format: Others
Language:zh-TW
Published: 2015
Online Access:http://ndltd.ncl.edu.tw/handle/73680742160899372790