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題名:臺灣的股價與總體變數之間的關係
書刊名:證券市場發展季刊
作者:黃柏農 引用關係
作者(外文):Huang, Bwo-nung
出版日期:1998
卷期:10:4=40
頁次:頁89-109
主題關鍵詞:股價總體變數因果關係及衝擊反應分析Stock returnsMacroeconomics variablesCausalityImpulse response function
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(13) 博士論文(4) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:12
  • 共同引用共同引用:3
  • 點閱點閱:76
期刊論文
1.Pagan, A.(1996)。The Econometrics of Financial Markets。Journal of Empirical Finance,3(1),15-102。  new window
2.Fama, Eugene F.(1981)。Stock Returns, Real Activity, Inflation, and Money。The American Economic Review,71(4),545-565。  new window
3.黃柏農(19940700)。股價新聞效果的研究-VAR-VECM模型之應用。中國財務學刊,2(1),57-73。new window  延伸查詢new window
4.Johansen, S.(1991)。Estimation and Hypothesis Testing of Cointegrating Vectors in Gaussian Vector Autoregressive Model。Econometrica,59(6),1551-1580。  new window
5.Johansen, Søren(1988)。Statistical Analysis of Cointegration Vectors。Journal of Economic Dynamics and Control,12(2/3),231-254。  new window
6.Engle, Robert F.、Granger, Clive W. J.(1987)。Cointegration and Error Correction: Representation, Estimation, and Testing。Econometrica,55(2),251-276。  new window
7.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
8.Kwiatkowski, Denis、Phillips, Peter C. B.、Schmidt, Peter、Shin, Yongcheol(1992)。Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?。Journal of Econometrics,54(1-3),159-178。  new window
9.Zivot, Eric、Andrews, Donald W. K.(1992)。Further Evidence on the Great Crash, the Oil-price Shock, and the Unit-root Hypothesis。Journal of Business and Economic Statistics,10(3),251-270。  new window
10.Friedman, M.(1988)。Money and the Stock Market。Journal of Political Economy,96(2),221-245。  new window
11.Lee, Bong-Soo(1992)。Causal Relations among Stock Returns, Interest Rates, Real Activity, and Inflation。Journal of Finance,47(4),1591-1603。  new window
12.Cramer, J. S.(1986)。The Volume of Transactions and the Circulation of Money in the United States, 1950-1979。Journal of Business & Economic Statistics,April,225-232。  new window
13.Gilster, J. E.、Domian, D. L.、Louton, D. A.(1996)。Expected Inflation, Interest Rates, and Stock Returns。Financial Review,31(4),809-830。  new window
14.Hardouvelis, Gikas A.(1988)。Stock prices: Nominal versus real shocks。Financial Markets and Portfolio Management,2(3),10-18。  new window
15.Harvey, Campbell R.(1995)。Predictable Risk & Returns in Emerging Markets。Review of Financial Studies,8(3),773-816。  new window
16.Huang, R. D.、Kracaw, W. A.(1984)。Stock Market Returns and Real Activity: A Note。The Journal of Finance,39,267-273。  new window
17.Mookerjee, R.、Yu, Q.(1997)。Macroeconomic Variables and Stock Prices in a Small Open Economy: The Case of Singapore。Pacific-Basin Finance Journal,5(3),377-388。  new window
18.Wasserfallen, Water(1989)。Macroeconomics News and the Stock Market: Evidence from Europe。Journal of Banking & Finance,13(4/5),613-626。  new window
研究報告
1.Granger, C. W. J.、黃柏農、Yang, Chin Wei(1998)。A Bivariate Causality between Stock Prices and Exchange Rates: Evidence from Recent Asia Flu。0。  new window
圖書
1.Hamilton, James D.(1994)。Time Series Analysis。Princeton University Press。  new window
2.Friedman, M.、Schwartz, A. J.(1982)。Monetary Trends in the United States and the United Kingdom: Their Relation to Income, Prices and Interest Rates 1867-1975。Chicago:University Chicago Press。  new window
3.Fung, Hung-Gay、Lie, Chin-Jen(1990)。Stock Market and Economic Activities: A Causal Analysis。Pacific-Basin Capital Markets Research。North Holland。  new window
4.Theil, H.(1961)。Economic Forecast and Policy。Economic Forecast and Policy。Amsterdam, Netherlands。  new window
圖書論文
1.Dayananda, Don、Ko, Wen-Yao(1996)。Stock Market Returns and Macroeconomic Variables in Taiwan。Advances in Pacific Basin Financial Markets。0:JAI press。  new window
 
 
 
 
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