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題名:七大工業國家股市連動及保險與經濟成長關係之探討
書刊名:臺灣銀行季刊
作者:陳菁芝
出版日期:2018
卷期:69:3
頁次:頁65-86
主題關鍵詞:股市連動保險市場經濟成長小波分析拔靴追蹤資料因果關係檢定法
原始連結:連回原系統網址new window
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  • 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:15
  • 點閱點閱:6
期刊論文
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2.Phylaktis, Kate、Ravazzolo, Fabiola(2005)。Stock prices and exchange rate dynamics。Journal of International Money and Finance,24(7),1031-1053。  new window
3.Chen, Gong-meng、Firth, Michael、Rui, Oliver Meng(2002)。Stock market linkages: Evidence from Latin America。Journal of Banking and Finance,26(6),1113-1141。  new window
4.Elyasiani, Elyas、Perera, Priyal、Puri, Tribhuvan N.(1998)。Interdependence and dynamic linkages between stock markets of Sri Lanka and its trading partners。Journal of Multinational Financial Management,8(1),89-101。  new window
5.Chowdhury, A. R.(1994)。Stock Market Interdependencies: Evidence from the Asian NIEs。Journal of Macroeconomics,16(4),629-651。  new window
6.Adams, M.、Andersson, J.、Andersson, L. F.、Lindmark, M.(2009)。Commercial banking, insurance and economic growth in Sweden between 1830 and 1998。Accounting Business and Financial History,19(1),21-38。  new window
7.Chen, Pei-Fen、Lee, Chien-Chiang、Lee, Chi-Feng(2012)。How does the development of the life insurance market affect economic growth? Some international evidence。Journal of International Development,24(7),865-893。  new window
8.Han, Liyan、Li, Donghui、Moshirian, Fariborz、Tian, Yanhui(2010)。Insurance development and economic growth。The Geneva Papers on Risk and Insurance: Issues and practice,35(2),183-199。  new window
9.Zou, Hong、Adams, Mike B.(2006)。The corporate purchase of property insurance: Chinese evidence。Journal of Financial Intermediation,15(2),165-196。  new window
10.Pesaran, M. H.、Yamagata, T.(2008)。Testing slope homogeneity in large panels。Journal of Econometrics,142(1),50-93。  new window
11.Connolly, Robert A.、Wang, F. Albert(2003)。International equity market co-movements: economic fundamentals or contagion。Pacific Basin Finance Journal,11(1),23-43。  new window
12.Kónya, L.(2006)。Exports and growth: Granger causality analysis on OECD countries with a panel data approach。Economic Modelling,23(6),978-992。  new window
13.Kodres, L.、Pritsker, M.(2002)。A rational expectations model of financial contagion。Journal of Finance,57(2),769-799。  new window
14.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
15.Janakiramanan, S.、Lamba, A. S.(1998)。An Empirical Examination of Linkages between Pacific-basin Stock Markets。Journal of International Financial Markets, Institutions and Money,8(2),155-173。  new window
16.Sheng, H. C.、Tu, A. H.(2000)。A Study of Cointegration and Variance Decomposition among National Equity Indices before and during the Period of the Asian Financial Crisis。Journal of Multinational Financial Management,10(3),345-365。  new window
17.Cha, B.、Oh, S.(2000)。The Relationship between Developed Equity Markets and the Pacific Basin's Emerging Equity Markets。International Review of Economics & Finance,9(4),299-322。  new window
18.Kasa, K.(1992)。Common Stochastic Trends in International Stock Markets。Journal of Monetary Economics,29(1),95-124。  new window
19.Masih, Rumi、Masih, Abul M. M.(2001)。Long and Short Term Dynamic Causal Transmission amongst International Stock Markets。Journal of International Money and Finance,20(4),563-587。  new window
20.Kaminsky, Graciela L.、Reinhart, Carmen M.(2000)。On Crises, Contagion, and Confusion。Journal of International Economics,51(1),145-168。  new window
21.Shleifer, Andrei、Vishny, Robert W.(1997)。The Limits of Arbitrage。Journal of Finance,52(1),35-55。  new window
22.Outreville, J. Francois(1990)。The economic significance of insurance markets in developing countries。Journal of Risk and Insurance,57(3),487-498。  new window
23.Goldstein, I.、Pauzner, A.(2004)。Contagion of Self-fulfilling Financial Crises Due to Diversification of Investment Portfolios。Journal of Economic Theory,119(1),151-183。  new window
24.Zellner, Arnold(1962)。An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias。Journal of American Statistical Association,57(298),348-368。  new window
25.Hamilton, James D.、Lin, Gang(1996)。Stock Market Volatility and The Business Cycle。Journal of Applied Econometrics,11(5),573-593。  new window
26.von Furstenherg, G.、Jeon, B. N.、Mankiw, N. G.、Shiller, R. J.(1989)。International Stock Price Movements: Links and Messages。Brookings Papers on Economic Activity,1989(1),125-179。  new window
27.Calvo, G. A.(1998)。Capital Flows and Capital-Market Crises:The Simple Economics of Sudden Stops。Journal of Applied Economics,1(1),35-54。  new window
28.Swamy, P. A. V. B.(1970)。Efficient inference in a random coefficient regression model。Econometrica: Journal of the Econometric Society,38(2),311-323。  new window
29.Arestis, Philip、Demetriades, Panicos O.、Luintel, Kul B.(2001)。Financial Development and Economic Growth: The Role of Stock Markets。Journal of Money, Credit and Banking,33(1),16-41。  new window
30.Bikhchandani, Sushil、Hirshleifer, David、Welch, Ivo(1992)。A Theory of Fads, Fashion, Custom, and Cultural Change As Informational Cascades。Journal of Political Economy,100(5),992-1026。  new window
31.Levine, Ross、Zervos, Sara(1998)。Stock Markets, Banks and Economic Growth。The American Economic Review,88(3),537-558。  new window
32.Aguiar-Conraria, L.、Soares, M. J.(2013)。The Continuous Wavelet Transform: Moving Beyond Uni and Bivariate Analysis。Journal of Economic Surveys,48,146-165。  new window
33.Arena, M.(2008)。Does Insurance Market Activity Promote Economic Growth? A Cross‐Country Study for Industrialized and Developing Countries。Journal of Risk and Insurance,75(4),921-946。  new window
34.Bloomfield, D. S.、McAteer, R. T. J.、Lites, B. W.、Judge, P. G.、Mathioudakis, M.、Keenan, F. P.(2004)。Wavelet Phase Coherence Analysis: Application To A Quiet-sun Magnetic Element。The Astrophysical Journal,617(1),623-632。  new window
35.Dekker, A.、Sen, K.、Young, M. R.(2001)。Equity Market Linkages in the Asia Pacific Region: A Comparison of the Orthogonalised and Generalised VAR Approaches。Global Finance Journal,12(1),1-33。  new window
36.Gabor, D.(1946)。Theory of Communication. Part 1: The Analysis of Information。Journal of the Institution of Electrical Engineers--Part III: Radio and Communication Engineering,93(26),429-441。  new window
37.Miyakoshi, T.(2003)。Spillovers of Stock Return Volatility To Asian Equity Markets Form Japan and the U. S.。Journal of International Financial markets, Institutions and Money,13(4),383-399。  new window
38.Pesaran, M. H.、Ullah, A.、Yamagata, T.(2008)。A Bias‐Adjusted LM Test of Error Cross‐Section Independence。The Econometrics Journal,11(1),105-127。  new window
39.Fischer, K. P.、Palasviria, A. P.(1990)。High Road to a Global Marketplace: The International Transmission of Stock Market Fluctuations。Financial Review,25(3),371-394。  new window
40.Khan, S.、Park, K. W.(2009)。Contagion in the Stock Markets: the Asian Financial Crisis Revisited。Journal of Asian Economics,20(5),561-569。  new window
41.Aguiar-Conraria, L.、Soares, M. J.(2013)。The Continuous Wavelet Transform: Moving Beyond Uni and Bivariate Analysis。Journal of Economic Surveys,28(2),344-375。  new window
42.Eun, Cheol S.、Shim, Sangdal(1989)。International Transmission of Stock Market Movements。Journal of Financial and Quantitative Analysis,24(2),241-256。  new window
43.Soydemir, Gökçe(2000)。International Transmission Mechanism of Stock Market Movements: Evidence from Emerging Equity Markets。Journal of Forecasting,19(3),149-176。  new window
44.Chen, Nai-fu、Roll, Richard、Ross, Stephen A.(1986)。Economic Forces and the Stock Market。Journal of Business,59(3),383-403。  new window
45.Banerjee, Abhijit V.(1992)。A simple model of herd behavior。The Quarterly Journal of Economics,107(3),797-817。  new window
46.Breusch, Trevor S.、Pagan, Adrian R.(1980)。The Lagrange Multiplier Test and Its Applications to Model Specification in Econometrics。The Review of Economic Studies,47(1),239-253。  new window
47.Haiss, Peter、Sumegi, Kjell(2008)。The relationship between insurance and economic growth in European theoretical and empirical analysis。Empirical,35(4),405-431。  new window
會議論文
1.Kugler, M.、Ofoghi, R.(2005)。Does Insurance Promote Economic Growth? Evidence from the UK。Money Macro and Finance (MMF) Research Group Conference 2005。  new window
研究報告
1.Boon, T. K.(2005)。Do commercial banks, stock market and insurance market promote economic growth? an analysis of the Singapore economy。Nanyang Techonological University。  new window
2.Fink, G.、Haiss, P. R.、Hristoforova, S.(2003)。Bond Markets and Economic Growth。  new window
3.Masson, P. R.(1998)。Contagion: Monsoonal Effects, Spillovers, and Jumps between Multiple Equilibria。International Monetary Fund。  new window
圖書
1.Friedman, J.、Shachmurove, Y.(1997)。Using Vector Autoregression Models to Analyze the Behavior of the European Community Stock Markets。Penn Economics Department。  new window
 
 
 
 
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