The Empirical Study on the Relationship between Interest Rate Spreads and Stock Index.
碩士 === 國立高雄科技大學 === 金融資訊系 === 107 === This study is to explore the relationship between the US central bank's interest rate, bond index and stock price index using a single root test of non-constant measurement method, vector self-regression model, co-integration test, causality test and error...
Main Authors: | Chan Chian Hui, 詹千慧 |
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Other Authors: | Cheng Yen-Shin |
Format: | Others |
Language: | zh-TW |
Published: |
2019
|
Online Access: | http://ndltd.ncl.edu.tw/handle/d27snp |
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