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題名:臺灣股價與匯率關聯性之研究
書刊名:國立臺北商業技術學院學報
作者:姚蕙芸聶建中 引用關係
出版日期:2002
卷期:2
頁次:頁1-16
主題關鍵詞:股價匯率時間序列
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(3) 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:2
  • 共同引用共同引用:0
  • 點閱點閱:48
期刊論文
1.Abdalla, Issam S. A.、Murinde, Victor(1997)。Exchange Rates and Stock Price Interactions in Emerging Financial Markets : Evidence on India, Korea and the Philippines。Applied Financial Economics,7,25-35。  new window
2.Aggarwal, R.(1981)。Exchange Rates and Stock Prices: A Study of The U.S. Capital Markets under Floating Exchange Rates。Akron Business and Economic Review,7-12。  new window
3.Kwon, C. S.、Shin, T. S.、Bacon, F. W.(1997)。The Effect of Macroeconomic Variables on Stock Markets Returns in Developing Markets。Multinational Business Review,5,63-70。  new window
4.Ajayi, R. A.、Mehdian, S. M.、Shachmurov, Y.(1995)。Stock Return Differentials as predictors of exchange rates: An Empirical Investigation。The Journal of Business and Economic Studies,3,45-52。  new window
5.Kim, M.(2000)。Price Transactions dynamic Between ADRs and Their Underlying Foreign Securities。Journal of Banking & Finance,24,1359-1382。  new window
6.Mok, H.(1993)。Causality of interest rate, exchange rate and stock price at stock market open and close in Hong Kong。Asia Pacific Journal of Management,10,123-143。  new window
7.Granger, C. W. J.、Yang, C. W.、Huang, B. N.(2000)。A Bivariate Causality between Stock Prices and Exchange Rates: Evidence from Recent Asian Flu。Quarterly Review of Economics and Finance,40,337-354。  new window
8.Soenen, Luc A.、Hennigar, Elizabeth 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
9.Aggarwal, Reena、Inclán, Carla、Leal, Ricardo(1999)。Volatility in emerging stock markets。Journal of Financial and Quantitative Analysis,34(1),33-55。  new window
10.Kanas, A.(2000)。Volatility spillovers between stock returns and exchange rate changes: International Evidence。Journal of Business Finance & Accounting,27(3/4),447-467。  new window
11.Johansen, Soren(1994)。The Role of the Constant and Linear Terms in Cointegration Analysis of Nonstationary Variables。Econometric Reviews,13(2),205-229。  new window
12.Nieh, C. C.、Lee, C. F.(2001)。Dynamic Relationship Between Stock Prices and Exchange Rates for G-7 Countries。Quarterly Review of Economics and Finance,41(4),477-490。  new window
13.Schwert, G. William(1989)。Tests for Unit Roots: A Monte Carlo Investigation。Journal of Business and Economic Statistics,7(2),147-159。  new window
14.Solnik, B.(1984)。Why Not Diversity Internationally Rather Than Domestically。Financial Analysts Journal,30,48-54。  new window
15.Ajayi, R. A.、Mougoue, M.(1996)。On the dynamic relation between stock prices and exchange rates。Journal of Financial Research,19(2),193-207。  new window
16.Granger, C. W. J.(1988)。Some Recent Developments in a Concept of Causality。Journal of Econometrics,39(2/3),199-211。  new window
17.Hung, B. W. S.、Tong, C. S. P.(1994)。Capital Flows and Stock Price Volatility: Evidence from Hong Kong。Asia Pacific Journal of Management,11,225-235。  new window
學位論文
1.錢盡忠(1988)。台灣地區匯率與股票價格關係之研究(碩士論文)。國立政治大學。  延伸查詢new window
2.黃毅(1989)。市場因素與股價關係之研究(碩士論文)。國立臺灣大學。  延伸查詢new window
3.許村泰(1988)。市場因素影響股價變動之分析--以台灣股票市場為例(碩士論文)。國立中央大學。  延伸查詢new window
 
 
 
 
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