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題名:金融風暴前後對先進國家之股匯市連動關係變化影響
書刊名:中華管理學報
作者:聶建中 引用關係李文傳洪榆雲
作者(外文):Nieh, Chien-chungLee, Wen-chuanHung, Yu-yun
出版日期:2004
卷期:5:2
頁次:頁19-35
主題關鍵詞:金融風暴股價匯率Asian financial crisisStock priceForeign exchange rate
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:3
  • 共同引用共同引用:0
  • 點閱點閱:210
期刊論文
1.Liu, Y. A.、Pan, M. S.、Shieh, J. C. P.(1996)。International Transmission of Stock Prices Movements: Evidence from the U.S. and Five Asian-Pacific Markets。Journal of Multinational Management,6,81-94。  new window
2.Levy, H.、Sarant, M.(197009)。International Diversification of Investment Portfolios。American Economic Review,17,668-675。  new window
3.Grubel, H. G.、Fadner, K.(1971)。The Interdependence of International Equity Markets。Journal of Finance,26(1),89-94。  new window
4.Osterwald-Lenum, M.(1992)。Practitioner's Corner: A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics。Oxford Bulletin of Economics and Statistics,54(4),461-472。  new window
5.Nasseh, A.、Strauss, J.(2000)。Stock prices and domestic and international Macroeconomic activity: a cointegration approach。Quarterly Review of Economics and Finance,40(2),229-245。  new window
6.Kasa, K.(1992)。Common Stochastic Trends in International Stock Markets。Journal of Monetary Economics,29(1),95-124。  new window
7.Masih, A. M. M.、Masih, R.(1997)。Dynamic linkages and the propagation mechanism driving major international stock markets: an analysis of pre-and post-crash eras。The Quarterly Review of Economics and Finance,37(4),859-885。  new window
8.聶建中、蔡育迪(2000)。亞洲金融風暴對台灣與東南亞各國股價指數及匯率間互動的影響。企銀季刊,24(3),127-146。  延伸查詢new window
9.Agmo, T.(197209)。The Relationships Among Equity Markets: A study of Share Pricing Co-movements in the United States, United Kingdom, Germany and Japan。Journal of Finance,27,839-855。  new window
10.Cheun, Y. L.、Ho, Y. K.(1991)。The Intertemporal Stability of the Relationships Between the Asian Emerging Equity Markets and the Developed Equity Markets。Journal of Business Finance and Accounting,18,235-254。  new window
11.Chowdhury Abdur R.(1994)。Stock Market Interdependence: Evidence from the Asia NIEs。Journal of Macroeconomics,16,629-651。  new window
12.DeFusco, Richard A.、Geppert, John M.、Tsetsekos, George P.(199605)。Long-Run Diversification Potential in Emerging Stock Markets。The Finance Review,31,343-363。  new window
13.DICKEY, D. A.、Fuller, W. A.(1981)。Likelihood Ratio Statics for Autoregressive Time Series with a Unit Root。Econometrica,49(2),1057-1072。  new window
14.Francis, Bill B.、Leachman, Lori L.(199806)。Superexogeneity and the dynamic linkages among international equity markets。Journal of International Money and Finance,17(3),475-492。  new window
15.Lawrenc, S.(1985)。The Relationsnips Among Stock Indices on Asian-Pacific Exchanges。Asia Pacific Journal of Management,42-50。  new window
16.葉銀華(19911000)。國際股票市場股價指數共移型態與關聯性之研究。臺灣經濟金融月刊,27(10)=321,11-20。  延伸查詢new window
17.Malliari, A. G.、Urrutia, Jorge L.(199209)。The International Crash of October 1987: Causality Tests。Journal fo Financial and Quantitative Analysis,353-364。  new window
18.Dickey, D. A.、Fuller, W. A.(1979)。Distribution of Estimators for Autoregressive Time Series Regressions with a Unit Root。Journal of the American Statistical Association,74,427-431。  new window
19.Fisher, K. P.、Palasvirta, A. P.(1990)。High Road to a Global Marketplace: the International Transmission of Stock Market Fluctuation。The Financial Review,25(3),371-394。  new window
20.劉祥熹、張英信(20001000)。東亞主要國家股價與匯率關聯性之研究。證券金融,67,1-33。  延伸查詢new window
21.Chan, K. C.、Gup, B. E.、Pan, M. S.(1992)。An Empirical Analysis of Stock Prices in Major Asian Markets and the United States。The Financial Review,27(2),289-308。  new window
22.Johansen, S.(1992)。Determination of Cointegration Rank in the Presence of a Linear Trend。Oxford Bulletin of Economics and Statistics,54(3),383-397。  new window
23.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
24.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
25.Schwert, G. William(1989)。Tests for Unit Roots: A Monte Carlo Investigation。Journal of Business and Economic Statistics,7(2),147-159。  new window
26.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
27.Eun, Cheol S.、Shim, Sangdal(1989)。International Transmission of Stock Market Movements。Journal of Financial and Quantitative Analysis,24(2),241-256。  new window
28.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
29.Johansen, Søren(1988)。Statistical Analysis of Cointegration Vectors。Journal of Economic Dynamics and Control,12(2/3),231-254。  new window
30.Johansen, Søren、Juselius, Katarina(1990)。Maximum Likelihood Estimation and Inference on Cointegration: with Applications to the Demand for Money。Oxford Bulletin of Economics and Statistics,52(2),169-210。  new window
31.Sims, Christopher A.(1980)。Macroeconomics and Reality。Econometrica: Journal of the Econometric Society,48(1),1-48。  new window
32.Engle, Robert F.、Granger, Clive W. J.(1987)。Cointegration and Error Correction: Representation, Estimation, and Testing。Econometrica,55(2),251-276。  new window
33.Brocato, Joe(1994)。Evidence on adjustments in major national stock market linkages over the 1980s。Journal of Business Finance and Accounting,21(5),643-667。  new window
34.Granger, Clive William John、Newbold, Paul(1974)。Spurious Regressions in Econometrics。Journal of econometrics,2(2),111-120。  new window
會議論文
1.Akaike, H.(1973)。Information Theory and an Extension of the Maximum Likelihood Principle。Second International Symposium on Information Theory。Akademiai Kiado。267-281。  new window
學位論文
1.林恩右(1991)。台灣與國際股票市場價格變動關係之研究(碩士論文)。國立中山大學。  延伸查詢new window
2.莊桂香(1993)。台灣與國際股市日內報酬的傳遞效果--ARCH模型之應用(碩士論文)。國立中正大學。  延伸查詢new window
圖書論文
1.MacKinnon, J. G.(1991)。Critical Values for Cointegration Test。Long Run Economic Relationships。Oxford:Oxford University Press。  new window
 
 
 
 
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