A Study on the Correlation of Taiwan and Other Stock Markets of Various Countries

碩士 === 國立雲林科技大學 === 財務金融系 === 105 === This study investigates the correlation of China, Hong Kong, USA, Japan, Singapore, Korea, Malaysia, Germany and Netherlands’s stock indexes and TAIEX. Sample period is from January 1, 1992 to December 31, 2016. Using correlation coefficient and cointegration an...

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Bibliographic Details
Main Authors: LI, SZU-HSUAN, 李思萱
Other Authors: LIN, SHIN-HUNG
Format: Others
Language:zh-TW
Published: 2017
Online Access:http://ndltd.ncl.edu.tw/handle/6t7f6b