臺灣人文及社會科學引文索引資料庫系統

:::

詳目顯示

回上一頁
第 1 筆 / 總合 1 筆   第一頁 上一頁 下一頁 最後一頁
/1頁
題名：認定與預測臺灣股市熊市
書刊名：中央銀行季刊
作者：徐婉容
出版日期：2020
卷期：42:2
頁次：頁37-72
主題關鍵詞：熊市；股市；主成分分析法；偏最小平方迴歸法；多元邏輯迴歸模型
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:64
  • 點閱點閱:3
期刊論文
1.Harvey, David I.、Leybourne, Stephen J.、Newbold, Paul(1998)。Tests for Forecast Encompassing。Journal of Business & Economic Statistics，16(2)，254-259。  new window
2.Siegel, J. J.(1991)。Does it Pay Stock Investors to Forecast the Business Cycle?。Journal of Portfolio Management，18(1)，27-34。  new window
3.Campbell, J. Y.、Vuolteenaho, T.(2004)。Bad beta, good beta。The American Economic Review，94(5)，1249-1275。  new window
4.Stock, James H.、Watson, Mark W.(2003)。Forecasting Output and Inflation: The Role of Asset Prices。Journal of Economic Literature，41(3)，788-829。  new window
5.Nyberg, Henri(2013)。Predicting Bear and Bull Stock Markets with Dynamic Binary Time Series Models。Journal of Banking & Finance，37(9)，3351-3363。  new window
6.Resnick, B. G.、Shoesmith, G. L.(2002)。Using the Yield Curve to Time the Stock Market。Financial Analysts Journal，58(3)，82-90。  new window
7.Chen, Shiu-Sheng(2009)。Predicting the bear stock market: Macroeconomic variables as leading indicators。Journal of Banking and Finance，33(2)，211-223。  new window
8.Balduzzi, P.、Lynch, A. W.(1999)。Transaction costs and predictability: Some utility cost calculations。Journal of Financial Economics，52，47-78。  new window
9.Stock, J. H.、Watson, M. W.(2002)。Forecasting using principal components from a large number of predictors。Journal of the American Statistical Association，97(460)，1167-1179。  new window
10.Stock, James H.、Watson, Mark W.(2014)。Estimating turning points using large data sets。Journal of Econometrics，178(2)，368-381。  new window
11.Stock, J. H.、Watson, M. W.(2002)。Macroeconomic Forecasting Using Diffusion Indexes。Journal of Business & Economic Statistics，20(2)，147-162。  new window
12.Forni, M.、Hallin, M.、Lippi, M.、Reichlin, L.(2000)。The Generalized Dynamic-Factor Model: Identification and Estimation。The Review of Economics and Statistics，82(4)，540-554。  new window
13.Bai, J.(2003)。Inferential Theory for Factor Models of Large Dimensions。Econometrica，71(1)，135-171。  new window
14.Boivin, J.、Ng, S.(2006)。Are More Data Always Better for Factor Analysis?。Journal of Econometrics，132(1)，169-194。  new window
15.Dechow, Patricia M.、Kothari, Sagar P.、Watts, Ross L.(1998)。The Relation between Earnings and Cash Flows。Journal of Accounting and Economics，25(2)，133-168。  new window
16.Welch, Ivo、Goyal, Amit(2008)。A comprehensive look at the empirical performance of equity premium prediction。Review of Financial Studies，21(4)，1455-1508。  new window
17.Fama, Eugene F.、French, Kenneth R.(1989)。Business Conditions and Expected Returns on Stocks and Bonds。Journal of Financial Economics，25(1)，23-49。  new window
18.Pesaran, M. H.、Timmemann, A.(1995)。Predictability of stock returns: Robustness and economic significance。Journal of Finance，50(4)，1201-1228。  new window
19.Fama, Eugene F.(1981)。Stock Returns, Real Activity, Inflation, and Money。The American Economic Review，71(4)，545-565。  new window
20.Neely, Christopher J.、Rapach, David E.、Tu, Jun、Zhou, Guofu(2014)。Forecasting the Equity Risk Premium: The Role of Technical Indicators。Management Science，60(7)，1772-1791。  new window
21.吳懿娟(20070900)。我國殖利率曲線與經濟活動間關係之實證分析。中央銀行季刊，29(3)，23-63。new window  延伸查詢new window
22.Campbell, J. Y.、Cochrane, J. H.(1999)。By Force of Habit: A Consumption-based Explanation of Aggregate Stock Market Behavior。Journal of Political Economy，107(2)，205-251。  new window
23.Pagan, A. R.、Sossounov, K. A.(2003)。A Simple Framework for Analyzing Bull and Bear Markets。Journal of Applied Econometrics，18(1)，23-46。  new window
24.Campbell, J. Y.、Thompson, S. B.(2008)。Predicting the equity premium out of sample: can anything beat the historical average?。Review of Financial Studies，21，1509-1531。  new window
25.Kelly, Bryan、Pruitt, Seth(2013)。Market Expectations in the Cross-Section of Present Values。The Journal of finance，68(5)，1721-1756。  new window
26.Berge, Travis J.(2015)。Predicting Recessions with Leading Indicators: Model Averaging and Selection over the Business Cycle。Journal of Forecasting，34(6)，455-471。  new window
27.Chauvet, Marcelle、Piger, Jeremy(2008)。A comparison of the real-time performance of business cycle dating methods。Journal of Business & Economic Statistics，26(1)，42-49。  new window
28.Ferreira, M. A.、Santa-Clara, P.(2011)。Forecasting Stock Market Returns: The Sum of the Parts is More than the Whole。Journal of Financial Economics，100(3)，514-537。  new window
29.Rapach, D. E.、Strauss, J. K.、Zhou, G.(2010)。Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy。The Review of Financial Studies，23(2)，821-862。  new window
30.Estrella, A.、Mishkin, F. S.(1998)。Predicting U. S. Recessions: Financial Variables as Leading Indicators。Review of Economics and Statistics，80(1)，45-61。  new window
31.Miller, Merton H.、Modigliani, Franco(1961)。Dividend Policy, Growth, and the Valuation of Shares。The Journal of Business，34(4)，411-433。  new window
32.周賓凰、張宇志、林美珍(20070700)。投資人情緒與股票報酬互動關係。證券市場發展季刊，19(2)=74，153-190。new window  延伸查詢new window
33.Claessens, Stijn、Kose, M. Ayhan、Terrones, Marco E.(2012)。How Do Business and Financial Cycles Interact?。Journal of International Economics，87(1)，178-190。  new window
34.李偉銘、吳淑貞、黃啟泰(20150700)。總體經濟變數對臺灣股市之大盤及類股熊市預測表現之探討。經濟研究. 臺北大學經濟學系，51(2)，171-224。new window  延伸查詢new window
35.張森林、葉宗穎(20110600)。Predicting Market Regimes and Stock Returns Using Investor Sentiment。證券市場發展季刊，23(2)=90，1-28。new window  延伸查詢new window
36.Berge, T. J.、Jordà, Ò.(2011)。Evaluating the Classification of Economic Activity Into Recessions and Expansions。American Economic Journal: Macroeconomics，3(2)，246-277。  new window
37.Campbell, J. Y.、Giglio, S.、Polk, C.(2013)。Hard Times。Review of Asset Pricing Studies，3(1)，95-132。  new window
38.Chen, L.、Da, Z.、Priestley, R.(2012)。Dividend Smoothing and Predictability。Management Science，58(10)，1834-1853。  new window
39.Chen, Y.、Vincent, K.(2016)。The Role of Momentum, Sentiment, and Economic Fundamentals in Forecasting Bear Stock Market。Journal of Forecasting，35，504-527。  new window
40.Faber, M. T.(2007)。A Quantitative Approach to Tactical Asset Allocation。The Journal of Wealth Management，9(4)，69-79。  new window
41.Forni, M.、Hallin, M.、Lippi, M.、Reichlin, L.(2005)。The Generalized Factor Model: One-Sided Estimation and Forecasting。Journal of the American Statistical Association，100，830-840。  new window
42.Fuentes, J.、Poncela, P.、Rodriguez, J.(2015)。Sparse Partial Least Squares in Time Series for Macroeconomic Forecasting。Journal of Applied Econometrics，30()4，576-595。  new window
43.Groen, J. J. J.、Kapetanios, G.(2016)。Revisiting Useful Approaches to Data-Rich Macroeconomic Forecasting。Computational Statistics and Data Analysis，100，221-239。  new window
44.Harding, D.、Pagan, A. R.(2003)。A Comparison of Two Business Cycle Dating Methods。Journal of Economic Dynamics and Control，27(9)，1681-1690。  new window
45.Huang, Dashan、Jiang, Fuwei、Tu, Jun、Zhou, Guofu(2015)。Investor Sentiment Aligned: A Powerful Predictor of Stock Returns。The Review of Financial Studies，28(3)，791-837。  new window
46.Jorda, O.、Schularick, M.、Taylor, A. M.(2013)。When Credit Bites Back。Journal of Money, Credit and Banking，45(2)，3-28。  new window
47.Kelly, Bryan、Pruitt, Seth(2015)。The Three-Pass Regression Filter: A New Approach to Forecasting Using Many Predictors。Journal of Econometrics，186(2)，294-316。  new window
48.Kim, M.、Kross, W.(2005)。The Ability of Earnings to Predict Future Operation Cash Flows Has Been Increasing-- Not Decreasing。Journal of Accounting Research，43，753-780。  new window
49.Kramer, N.、Sugiyama, M.(2011)。The Degree of Freedom of Partial Least Squares Regression。Journal of the American Statistical Association，106(494)，697-705。  new window
50.Ng, S.(2014)。Boosting Recessions。Canadian Journal of Economics，47(1)，1-34。  new window
51.Onatski, A.(2012)。Asymptotics of the Principal Components Estimator of Large Factor Models with Weakly Influential Factors。Journal of Econometrics，168(2)，244-258。  new window
52.Owyang M. T.、Piger, J.、Wall, H. J.(2015)。Forecasting National Recessions Using State Level Data。Journal of Money, Credit and Banking，47(5)，847-866。  new window
53.Proano, C. R.、Theobald, T.(2014)。Predicting German Recessions with A Composite Real-Time Dynamic Probit Model。International Journal of Forecasting，30，898-917。  new window
54.Proano, C. R.(2017)。Detecting and Predicting Economic Accelerations, Recessions, and Normal Growth Periods in Real-Time。Journal of Forecasting，36，26-42。  new window
55.Samuelson, P.(19960919)。Science and Stocks。Newsweek，1996(Sep.)，92。  new window
56.Schularick, M.、Taylor, A. M.(2012)。Credit Booms Gone Bust: Monetary Policy, Leverage Cycles, and Financial Crises 1870-2008。American Economic Review，102(2)，1029-1061。  new window
57.Baker, Malcolm、Wurgler, Jeffrey(2006)。Investor sentiment and the cross-section of stock returns。The Journal of Finance，61(4)，1645-1680。  new window
58.Fama, Eugene F.、French, Kenneth R.(1988)。Dividend Yields and Expected Stock Returns。Journal of Financial Economics，22(1)，3-25。  new window
59.蔡佩蓉、王元章、張眾卓(20090700)。投資人情緒、公司特徵與臺灣股票報酬之研究。經濟研究. 臺北大學經濟學系，45(2)，273-322。new window  延伸查詢new window
研究報告
1.Barro, R.、Ursúa, J. F.(2009)。Stock-Market Crashes and Depressions。  new window
2.Candelon, B.、Ahmed, J.、Straetmans, S.(2014)。Predicting and Capitalizing on Stock Market Bears in the U.S.。IPAG Business School。  new window
3.Hsu, W.(2016)。Predicting and Capitalizing on Two Types of Stock Bear Markets in U.S.。  new window
圖書
1.Covel, M. W.(2005)。Trend Following: How Great Traders Make Millions in Up or Down Markets。New York：Prentice-Hall。  new window
2.Bry, Gerhard、Boschan, Charlotte(1971)。Cyclical analysis of time series: selected procedures and computer programs。National Bureau of Economic Research。  new window
3.Schwager, J.(1993)。Market Wizards: Interviews with Top Traders。New York：Collins。  new window
4.Schwager, J.(1995)。The New Market Wizards: Conversations with America's Top Traders。New York：Wiley。  new window
圖書論文
1.Stock, J. H.、Watson, M. W.(1989)。New indexes of coincident and leading economic indicators。NBER Macroeconomics Annual。  new window
2.Wold, Herman(1966)。Estimation of principal components and related models by iterative least squares。Multivariate analysis。Academic Press。  new window
3.Stock, J. H.、Watson, M. W.(1991)。A probability model of the coincident economic indicators。Leading Economic Indicators: New Approaches and Forecasting Records。Cambridge University Press。  new window
4.Stock, J. H.、Watson, M. W.(2006)。Forecasting with Many Predictors。Handbook of Economic Forecasting。Elsevier。  new window
5.Cochrane, J. H.(2007)。Financial Markets and the Real Economy。Handbook of The Equity Premium。Elsevier。  new window
 
 
 
 
第一頁 上一頁 下一頁 最後一頁 top
:::
無相關書籍
 
無相關著作
 
QR Code
QRCODE

臺灣人文及社會科學引文索引資料庫

目前上線人數：858（臺灣：858，外國：0） ／ 本年度總使用人次：1855660 ／ 訪客人次（自102年09月）：67656715
國家圖書館著作權聲明 Copyright © 2013 All rights reserved.
本館地址: 100201臺北市中山南路20號． 本館地圖及交通資訊．
總機：(02)23619132．最佳瀏覽解析度為1024x768以上