:::

詳目顯示

回上一頁
題名:新興五國與臺灣股價指數連動關係之研究
書刊名:全球管理與經濟
作者:何文榮陳秀芳劉冠忠
作者(外文):Ho, Wen-rongChen, Hsiu-fangLiou, Guan-jung
出版日期:2006
卷期:2:1
頁次:頁107-136
主題關鍵詞:金磚四國新金磚十一國共整合衝擊反應函數預測誤差變異數分解BRICsNext elevenCointegrationVARImpulse responseVariance decomposition
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(1) 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:22
  • 點閱點閱:94
Other
1.Jeon, B. N. and T. C. Chiang(1991)。A System of Stock Prices in World Stock Exchanges: Common Stochastic Trends for 1975-90。  new window
期刊論文
1.徐守德(19951000)。亞洲股市間共整合關係之實證研究。證券市場發展,7(4)=28,33-57。new window  延伸查詢new window
2.王承宗(20020300)。俄羅斯與兩岸的經貿關係。問題與研究,41(2),1-22。new window  延伸查詢new window
3.王正泉、徐之明(2005)。中俄印三國走向三邊合作。北京聯合大學學報(人文社會科學版),33(3),55-59。  延伸查詢new window
4.徐清俊、吳明恒(2003)。美國、日本與臺灣股票市場動態關係。遠東學報,20(2),265-281。  延伸查詢new window
5.連勇智(2005)。金磚四國崛起對南方經濟發展的啓示。經濟前瞻,102,78-85。  延伸查詢new window
6.郭承先(2006)。中國與印度金融現狀比較。西安財經學院學報,19(2),22-24。  延伸查詢new window
7.葉淑玲(20060200)。金磚四國(BRICs)之經濟發展與比較。集保,147,3-18。  延伸查詢new window
8.顧瑩華(20050900)。巴西經濟發展的潛力與隱憂。經濟前瞻,101,110-114。  延伸查詢new window
9.Agmon, T.(1973)。The Relationship Among Equity Markets: A Study of Share Price Co-movements in the United States United Kingdom, Germany and Japan。Journal of Finance,839-855。  new window
10.Chowdhury, A. R.(1994)。Stock market interdependencies: Evidence from the Asian NIEs。Journal of Macroeconomics,16(4),629-651。  new window
11.Knif, J.、Pynnonen, S.(1999)。Local and global price memory of international stock markets。Journal of International Financial Markets, Institutions and Money,9(2),129-147。  new window
12.Lin, Y. A.、Pan, M. S.、Fung, H. G. L.(1996)。International Transmission of Stock Prices Movement: Evident from the U.S., Six Asian Stock Pacific Basin Markets。Journal of Multinational Management,6,81-94。  new window
13.Kasa, K.(1992)。Common Stochastic Trends in International Stock Markets。Journal of Monetary Economics,29(1),95-124。  new window
14.Ghosh, A.、Saidi, R.、Johnson, K. H.(1999)。Who Moves the Asia-Pacific Stock Markets-US or Japan? Empirical Evidence Based on the Theory of Cointegration?。The Financial Review,34(1),159-169。  new window
15.McDonald, J. G.(1973)。French mutual fund performance: Evaluation of internationally-diversified portfolios。Journal of Finance,28(5),1161-1180。  new window
16.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
17.Schwert, G. William(1989)。Tests for Unit Roots: A Monte Carlo Investigation。Journal of Business and Economic Statistics,7(2),147-159。  new window
18.Cheung, Y. L.、Mak, S. C.(1992)。The International Transmission Of Stock Market Fluctuation Between the Developed Markets and the Asian Pacific Markets。Applied Financial Economics,2(1),43-47。  new window
19.楊踐為、賴怡洵(19980600)。美、日、香港與臺灣四地股價指數連動關係之探討。臺灣土地金融季刊,35(2)=136,1-15。  延伸查詢new window
20.Schwarz, Gideon(1978)。Estimating the Dimension of a model。The Annals of Statistics,6(2),461-464。  new window
21.Eun, Cheol S.、Shim, Sangdal(1989)。International Transmission of Stock Market Movements。Journal of Financial and Quantitative Analysis,24(2),241-256。  new window
22.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
23.Grubel, Herbert G.(1968)。Internationally Diversified Portfolios: Welfare Gains and Capital Flows。The American Economic Review,58(5),1299-1314。  new window
24.Johansen, Søren(1988)。Statistical Analysis of Cointegration Vectors。Journal of Economic Dynamics and Control,12(2/3),231-254。  new window
25.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
26.Sims, Christopher A.(1980)。Macroeconomics and Reality。Econometrica: Journal of the Econometric Society,48(1),1-48。  new window
27.聶建中、林景春、詹凱婷(20040900)。兩岸三地股價聯動性研究。輔仁管理評論,11(2),63-82。new window  延伸查詢new window
28.Engle, Robert F.、Granger, Clive W. J.(1987)。Cointegration and Error Correction: Representation, Estimation, and Testing。Econometrica,55(2),251-276。  new window
29.Akaike, Hirotsugu(1974)。A new look at the statistical model identification。IEEE Transactions on Automatic Control,19(6),716-723。  new window
30.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
31.Phillips, Peter C. B.、Perron, Pierre(1988)。Testing for a unit root in time series regression。Biometrika,75(2),335-346。  new window
圖書
1.朱雲鵬(2006)。金磚不只四國。高寳國際出版社。  延伸查詢new window
2.Lewis, W. Arthur(1955)。The Theory of Economic Growth。Homewood, Illinois:Richard D. Irwin, Inc.。  new window
3.楊奕農(2005)。時間序列分析--經濟與財務上之應用。臺北:雙葉書廊有限公司。  延伸查詢new window
 
 
 
 
第一頁 上一頁 下一頁 最後一頁 top
:::
QR Code
QRCODE