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題名:臺灣股票市場、貨幣市場與外匯市場資訊傳遞結構之研究
書刊名:中國財務學刊
作者:張宮熊吳欽杉
作者(外文):Chang, Bear G. H.Wu, Chin-shun
出版日期:1996
卷期:4:2
頁次:頁21-40
主題關鍵詞:股票市場金融市場外匯市場資訊傳遞矩陣自我迴歸法Stock marketMoney marketForeign exchange marketTransmission mechanismVector autoregression systemVAR
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(9) 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:6
  • 共同引用共同引用:14
  • 點閱點閱:41
期刊論文
1.林煜宗(1978)。市場因素對台灣證券市場股價變動之影響。證交資料,194,1-9。  延伸查詢new window
2.Homa, K. E.、Jaffee, D. M.(1971)。The Supply of Money and Common Stock Prices。The Journal of Finance,26(5),1045-1066。  new window
3.Kraft, J.、Kraft, A.(197709)。Determinants of common stock prices: a time series analysys。Journal of Finance,32(2),417-425。  new window
4.Jeng, Y.、Kim, C. W.、Wan-Sulaiman, W. M. H.(1992)。International transmission of stock market movements and Korea and Taiwan fund prices。Pacific-Basin Capital Markets Research,3,205-223。  new window
5.LeSage, James P.(1990)。A comparison of the forecasting ability of ECM and VAR model。The Review of Economics and Statistics,72(4),664-671。  new window
6.Hsiao, C.(1981)。Autoregressive modelling and money-income causality detection。Journal of Monetary Economics,7,85-106。  new window
7.許振明、蔡佳珍(19930500)。股價與經濟因素之關聯性分析與預測:MTV及主成份迴歸分析。臺大管理論叢,4(1),79-104。new window  延伸查詢new window
8.梁發進(19891200)。臺灣之貨幣供給、股票價格與通貨膨脹。臺灣銀行季刊,40(4),1-27。new window  延伸查詢new window
9.Black, F.(1972)。Capital Market Equilibrium with Resticted Borrowing。Journal of Business,5(3),444-455。  new window
10.Chan, K. C.、Chen, N. F.、Hsieh, D. A.(1985)。An Exploratory Investigation of the Firm Size Effecy。Journal of Financial Economics,451-471。  new window
11.Gargett, D. R.(1978)。The Link Between Stock Prices and Liquidity。Financial Analyst Journal,50-54。  new window
12.Keran, M. W.(1971)。Expectations, Money, and Stock Market。Federal Reserve Bank of St. Louis Review,16-31。  new window
13.Markowitz, H. M.(1952)。Portfolios Selection。Journal of Finance,7(1),77-91。  new window
14.Markowitz, H. M.(1959)。Markowitz Revisited。Financial Analysts Journal,32(5),47-52。  new window
15.Robichek, A. A.、Cohn, R. A.(1974)。The Economic Determinants of Systematic Risk。The Journal of Finance,29(2),439-447。  new window
16.King, Benjamin F.(1966)。Market and Industry Factors in Stock Price Behavior。Journal of Business,39(1),139-190。  new window
17.Eun, Cheol S.、Shim, Sangdal(1989)。International Transmission of Stock Market Movements。Journal of Financial and Quantitative Analysis,24(2),241-256。  new window
18.Dickey, David A.、Fuller, Wayne A.(1981)。Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root。Econometrica: journal of the Econometric Society,49(4),1057-1072。  new window
19.Sims, Christopher A.(1980)。Macroeconomics and Reality。Econometrica: Journal of the Econometric Society,48(1),1-48。  new window
20.Lintner, John(1965)。The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets。Review of Economics and Statistics,47(1),13-37。  new window
21.Sharpe, William F.(1964)。Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk。The Journal of Finance,19(3),425-442。  new window
22.Caines, P. E.、Keng, C. W.、Sethi, S. P.(1981)。Causality analysis and multivariate autoregressive modelling with an application to supermarket sales analysis。Journal of Economic Dynamics & Control,3,267-298。  new window
圖書
1.Treynor, J. L.(1961)。Toward a theory of market value of risky assets。  new window
2.Sprinkel, Beryl W.(1964)。Money and stock price。Homewood, Illinois:Richard D. Irwin。  new window
 
 
 
 
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