The Correlation of Stock Market Returns between Taiwan and China

碩士 === 嶺東科技大學 === 財務金融系碩士班 === 106 === This investigation uses stock market returns to estimate the relationship between Taiwan and China. The data period begins on January 1, 2008 and ends on December 31,2017. Empirical results show Granger-Causality exists between Taiwan and China for six years da...

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Bibliographic Details
Main Authors: CHIANG,TING-WEI, 江庭蔚
Other Authors: CHU,CHING-MEI
Format: Others
Language:zh-TW
Published: 2018
Online Access:http://ndltd.ncl.edu.tw/handle/uk8f7f