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題名:美國國會通過金融紓困後的臺灣與美國股票指數共移關係
書刊名:會計與財金研究
作者:張清德石軒如
作者(外文):Chang, Ching-teShih, Syue Ru
出版日期:2009
卷期:2:2
頁次:頁41-47
主題關鍵詞:臺灣加權股價指數美國道瓊工業平均指數紓困共移Taiwan weighted stock indexDow Jones industrial average indexBailoutCo-movement
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:21
  • 點閱點閱:28
美國國會自2008年10月4日,通過7000億美元的紓困方案,至本文所界定的研究時間2008年11月30日止,一個多月以來,台灣加權股價指數與美國道瓊工業平均指數的互移關聯情況,如何,經研究分析結果,認為美國道瓊工業指數,受台灣加權股價指數為自變數的影響甚大,而且共迴歸模式具有解釋能力,此一結果與一般人,對於台灣加權股價指數受美國道瓊工業平均指數影響的印象,非常不同。
On October 4, 2008, the American congress passed a 700 billions bailout planning for providing financial relief of America institutions. Till the end of this research, November 30, 2008, for over One month period, the co-movement between Taiwan weighted stock index and Dow Jones industrial average index is a serious issue for Taiwan government. This paper examines the co-movement of Taiwan and American stock index. The result shows that in this short period, Dow Jones industrial average index was influenced by Taiwan weighted stock index, quite different from the ordinary imagination that Taiwan weighted stock index was highly influenced by Dow Jones industrial average index.
期刊論文
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13.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
14.Stock, J. H.、Watson, M. W.(1999)。Forecasting inflation。Journal of Monetary Economics,44(2),293-335。  new window
15.MacKinnon, James G.(1996)。Numerical Distribution Functions for Unit Root and Cointegration Tests。Journal of Applied Econometrics,11(6),601-618。  new window
16.王冠閔、黃柏農(20040300)。臺灣股、匯市與美國股市關聯性探討。臺灣經濟預測與政策,34(2),31-72。new window  延伸查詢new window
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研究報告
1.Reinhart, C. M.、Rogoff, K.(2008)。Is the 2007 US Sub-Prime Financial Crisis so Different? an International Historical Comparison。  new window
圖書
1.Johansen, S.(1995)。Likelihood-based inference in cointegrated vector autoregressive models。Oxford University Press。  new window
 
 
 
 
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