Empirical Relationship between Taiwan Macroeconomic Variables and Stock Market Index
碩士 === 國立臺灣大學 === 經濟學研究所 === 105 === This research studies the correlation between Taiwan macroeconomic variables and the stock market index, using unit root test, cointegration test, VAR, VECM, impulse response function, forecast error variance decomposition, and Granger causality test, etc. Period...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2017
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| Online Access: | http://ndltd.ncl.edu.tw/handle/nu339r |