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題名:內生泡沫與股利之狀態轉換對臺灣股價長期走勢的初探
書刊名:人文及社會科學集刊
作者:李秀雲 引用關係李文德
作者(外文):Lee, Hsiu-yunLee, Wen-te
出版日期:2006
卷期:18:3
頁次:頁443-471
主題關鍵詞:股價基本面因素內生泡沫馬可夫狀態轉換模型Stock priceFundamentalsIntrinsic bubblesMarkov-switching model
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:36
  • 點閱點閱:24
期刊論文
1.Froot, Kenneth A.、Obstfeld, Maurice(1991)。Intrinsic Bubbles: The Case of Stock Prices。The American Economic Review,81(5),1189-1214。  new window
2.Bohl, Martin T.(2003)。Periodically Collapsing Bubbles in the US Stock Market?。International Review of Economics and Finance,12(3),385-397。  new window
3.Flood, Robert P.、Garber, Peter M.(198008)。Market Fundamentals versus Price Level Bubbles: The First Tests。Journal of Political Economy,88(4),745-770。  new window
4.Van Norden, Simon、Vigfusson, Robert(1998)。Avoiding the Pitfalls: Can Regime-Switching Tests Reliably Detect Bubbles?。Studies in Nonlinear Dynamics and Econometrics,3(1),1-22。  new window
5.Campbell, John Y.、Shiller, Robert J.(1988)。Stock Prices, Earnings, Expected Dividends。Journal of Finance,43(4),661-676。  new window
6.Craine, Roger(1993)。Rational Bubbles: A Test。Journal of Economic Dynamics and Control,17(5/6),829-846。  new window
7.Driffill, John、Sola, Martin(1998)。Intrinsic Bubbles and Regime-Switching。Journal of Monetary Economics,42(2),357-373。  new window
8.Hamilton, James D.(1986)。On Testing for Self-Fulfilling Speculative Price Bubbles。International Economic Review,27(3),545-552。  new window
9.Hamilton, James D.(1996)。Specification Testing in Markov-Switching Time-Series Models。Journal of Econometrics,70(1),127-157。  new window
10.Hamilton, James D.、Whiteman, Charles H.(1985)。The Observational Implications of Self-Fulfilling Price Bubbles。Journal of Monetary Economics,16(3),353-373。  new window
11.Lardic, Sanderne、Priso, Auguste M.(2004)。Rational Stock Price Bubbles: Is There Any International Evidence?。Finance India,18,559-576。  new window
12.LeRoy, Stephen F.(2004)。Rational Exuberance。Journal of Economic Literature,42(3),783-804。  new window
13.Ma, Yue、Kanas, Angelos(2004)。Intrinsic Bubbles Revisited: Evidence from Nonlinear Cointegration and Forecasting。Journal of Forecasting,23(4),237-250。  new window
14.Marsh, Terry A.、Merton, Robert C.(1987)。Dividend Behavior for the Aggregate Stock Market。Journal of Business,60(1),1-40。  new window
15.陳禮潭(19971200)。Misspecification Versus Bubbles in the Stock Market: The Case for Time-Varying Discount Rates。經濟論文,25(4),427-461。new window  new window
16.黃朝熙(19990600)。Phases and Characteristics of Taiwan Business Cycles: A Markov Switching Analysis。經濟論文叢刊,27(2),185-213。new window  new window
17.Flood, Robert P.、Hodrick, Robert J.(1986)。Asset Price Volatility, Bubbles, and Process Switching。Journal of Finance,41(4),831-842。  new window
18.Blanchard, Olivier J.(1979)。Speculative Bubbles, Crashes and Rational Expectations。Economic Letters,3(4),387-389。  new window
19.林向愷、黃裕烈、管中閔(19981200)。景氣循環轉折點認定與經濟成長率預測。經濟論文叢刊,26(4),431-457。new window  延伸查詢new window
20.Shiller, Robert J.(1984)。Stock Prices and Social Dynamics。Brookings Papers on Economic Activity,2,457-510。  new window
21.Diba, B. T.、Grossman, H. I.(1988)。Explosive Rational Bubbles in Stock Prices?。The American Economic Review,78(3),520-530。  new window
22.Evans, George W.(1991)。Pitfalls in Testing for Explosive Bubbles in Asset Prices。The American Economic Review,81(4),922-930。  new window
23.林向愷(19911200)。投資人異質性與股價的決定:臺灣的實證分析。經濟論文叢刊,19(4),383-411。new window  延伸查詢new window
研究報告
1.Flood, Robert P.、Hodrick, Robert J.(1989)。Testable Implications of Indeterminacies in Models with Rational Expectations。  new window
學位論文
1.賴文雄(1993)。臺灣股市氣泡現象之實證研究(碩士論文)。淡江大學。  延伸查詢new window
圖書
1.Greene, William H.(2003)。Econometric analysis。Prentice Education。  new window
圖書論文
1.Blanchard, Olivier J.、Watson, Mark W.(1982)。Bubbles, Rational Expectations and Financial Markets。Crises in the Economic and Financial Structure。Lexington, MA:Lexington Books。  new window
2.Durlauf, Steven N.、Hooker, Mark A.(1994)。Misspecification versus Bubbles in the Cagan Hyperinflation Model。Nonstationary Time Series Analysis and Cointegration。Oxford:Oxford University Press。  new window
 
 
 
 
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