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題名:On the Interaction of Taiwan Stock Market and the Currency Market of US Dollar
書刊名:中山管理評論
作者:Chiou,Jeng-renKao,LanfengWu,Tsing Zai
出版日期:2000
卷期:8(特刊)
頁次:頁79-100
主題關鍵詞:Stock marketCurrency marketSimultaneous equation system
原始連結:連回原系統網址new window
相關次數:
  • 被引用次數被引用次數:期刊(0) 博士論文(0) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:0
  • 共同引用共同引用:7
  • 點閱點閱:155
期刊論文
1.Aggarwal, Raj(1981)。Exchange rates and stock prices: a study of the U.S. capital markets under floating exchange rates。Akron Business and Economic Review,12(3),7-12。  new window
2.Pearce, D. K.、Roley, V. V.(1983)。The Reaction of Stock Prices to Unanticipated Changes in Money: A Note。The Journal of Finance,38,1323-1333。  new window
3.Bahmani-Oskooee, Mohsen、Sohrabian, Ahmad(1992)。Stock Prices and the Effective Exchange Rate of the Dollar。Applied Economics,24(4),459-464。  new window
4.Soenen, L. A.、Hennigar, E. S.(1988)。An Analysis of Exchange Rates and Stock Prices--The U. S. Experience between 1980 and 1986。Akron Business and Economic Review,19(4),7-16。  new window
5.康信鴻、初家祥(19960300)。臺灣地區外匯市場與股票市場互動關係之實驗研究--聯立方程式模型。中山管理評論,4(1),113-134。new window  延伸查詢new window
6.Chow, Gregory C.(1960)。Tests of Equality Between Sets of Coefficients in Two Linear Regressions。Econometrica,28(3),531-534。  new window
7.Mok, Henry M. K.(1993)。Causality of interest rate, exchange rate and stock prices at stock market open and close in Hong Kong。Asia Pacific Journal of Management,10(2),123-143。  new window
8.Johansen, S.(1991)。Estimation and Hypothesis Testing of Cointegrating Vectors in Gaussian Vector Autoregressive Model。Econometrica,59(6),1551-1580。  new window
9.Pearce, Douglas K.、Roley, V. Vance(1985)。Stock Prices and Economic News。Journal of Business,58(1),49-67。  new window
10.Granger, C. W. J.(1981)。Some Properties of Time Series Data and Their Use in Econometric Model Specification。Journal of Econometrics,16(1),121-130。  new window
11.Engle, Robert F.、Yoo, Byung Sam(1987)。Forecasting and Testing in Co-Integrated Systems。Journal of Econometrics,35(1),143-159。  new window
12.Granger, Clive W. J.(1969)。Investigating causal relations by econometric models and cross-spectral methods。Econometrica: Journal of the Econometric Society,37(3),424-438。  new window
13.Dickey, David A.、Fuller, Wayne A.(1981)。Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root。Econometrica: journal of the Econometric Society,49(4),1057-1072。  new window
14.Johansen, Søren(1988)。Statistical Analysis of Cointegration Vectors。Journal of Economic Dynamics and Control,12(2/3),231-254。  new window
15.Engle, Robert F.、Granger, Clive W. J.(1987)。Cointegration and Error Correction: Representation, Estimation, and Testing。Econometrica,55(2),251-276。  new window
16.Dickey, David A.、Fuller, Wayne A.(1979)。Distribution of the Estimators for Autoregressive Time Series With a Unit Root。Journal of the American Statistical Association,74(366),427-431。  new window
17.Branson, W.、Halttunen, H.、Masson, P.(1977)。Exchange rate in the short run: The dollar-Deutschemark rate。European Economic Review,10,303-324。  new window
18.Gallant, A. R.、Goebel, J. J.(1976)。Nonlinear regression with autocorrelated errors。Journal of American Statistical Association,71,961-967。  new window
19.Wong, S. Q.(1986)。The contribution of inflation uncertainty to the variable impacts of money on stock prices。The Journal of Financial Research,9,97-101。  new window
研究報告
1.Dickey, D.(1975)。Hypothesis testing for nonstationary time series。Ames, IA。  new window
圖書
1.Anderson, T. W.(1971)。The Statistical Analysis of Time Series。The Statistical Analysis of Time Series。New York, NY。  new window
圖書論文
1.Granger, C. W. J.、Weiss, A. A.(1983)。Time Series Analysis of Error Correcting Models。Studies in Econometric Time-Series and Multivariate Statistics。New York, NY:Academic Press。  new window
 
 
 
 
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