匯率與股價的動態共移效果分析：亞洲8國實證探討__臺灣人文及社會科學引文索引資料庫

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題名：	匯率與股價的動態共移效果分析：亞洲8國實證探討
書刊名：	中原企管評論
作者：	葉志權／楊永列／張倉耀
作者(外文)：	Yeh, Chih-chuan／Yang, Yung-lieh／Chang, Tsang-yao
出版日期：	2012
卷期：	10:2
頁次：	頁23-49
主題關鍵詞：	股價；匯率；共移性；向量自我迴歸模型；Stock prices；Exchange rates；Co-movement；Vector autoregressive models
原始連結：	連回原系統網址
相關次數：	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:0 共同引用:8 點閱:39

期刊論文
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23.	Zhao, H.(2010)。Dynamic relationship between exchange rate and stock price: Evidence from China。Research in International Business and Finance，24，103-112。
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25.	Osterwald-Lenum, M.(1992)。A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics。Oxford Bulletin of Economics and Statistics，54(3)，461-471。
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31.	Johansen, Søren(1988)。Statistical Analysis of Cointegration Vectors。Journal of Economic Dynamics and Control，12(2/3)，231-254。
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其他
1.	方文碩(2000)。通貨貶值對股市報酬與波動的衝擊：亞洲四小龍實證研究。延伸查詢
2.	徐守德、郭照榮、蔡明憲、江淑貞(1999)。台灣上市公司不同產業的外匯風險之實證研究。延伸查詢
3.	Alagidede, P., Panagiotidis, T., and Zhang, X.(2011)。Causal Relationship between Stock Prices and Exchange Rates。
4.	Chan, K. C.(1999)。The Hong Kong Currency Board: Crisis, Reform and Future Prospects。
5.	Chiang, T. C., Yang, S. Y., and Wang, T. S.(2000)。Stock Return and Exchange Rate Risk: Evidence from Asian Stock Markets Based on a Bivariate GARCH Model。
6.	Corsetti, G., Pesenti, P., and Roubini, N.(1999)。What Caused the Asian Currency and Financial Crisis?。
7.	DeJong, D. N., Whiteman, C. H.(1991)。Reconsidering 'Trends and Random Walks in Macroeconomic Time Series'。
8.	Dickey D. A., Jansen, D., and Thronton, D.(1991)。A Primer Cointegration with an Application to Money and Income。
9.	Ghazali, M. F., Ismail, W., Yasoa, M. R., and Lajuni, N.(2008)。Bivariate Causality between Exchange Rates and Stock Prices in Malaysia。
10.	Granger, C. W. J., and Weiss, A. A.(1983)。Time series analysis of error-correction models。
11.	Ibrahim, M. H.(2000)。Cointegration and Granger Causality Tests of Stock Price and Exchange Rates Interactions in Malaysia。
12.	Koutoulas, G., and Kryzanowski, L.(1996)。Macrofactor Conditional Volatility, Time-Varying Risk Premia and Stock Market Return Behaviour。
13.	Lean, H. H., Narayan, P., and Smyth, R.(2011)。change Rate and Stock Price Interaction in Major Asian Markets: Evidence for Individual Countries and Panels Allowing for Structural Breaks。
14.	Pan, M. S., Fok, R. C. W., and Liu, Y. A.(2007)。ynamic Linkages between Exchange Rates and Stock Prices: Evidence from East Asian Markets。
15.	Ramasamy, B., and Yeung, M. C. H.(2002)。The Relationship between Exchange Rates and Stock Prices: Implications for Capital Controls。
16.	Ramasamy, B., and Yeung, M. C. H.(2005)。The Causality between Stock Returns and Exchange Rates: Revisited。
17.	Ratner, M.(1993)。A Cointegration Test of the Impact of Foreign Exchange Rates on U.S. Stock Market Prices。
18.	Rotemberg, J. J.(1996)。Prices, Output, and Hours: An Empirical Analysis Based on a Sticky Price Model。
19.	Tobin, J., and Brainard, W. C.(1982)。Asset markets and the cost of capital。
20.	Vázquez, J.(2002)。The Co-Movement between Output and Prices in the EU15 Countries: An Empirical Investigation。
21.	Westerlund, J.(2006)。Testing for Panel Cointegration with Multiple Structural Breaks。

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