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題名:臺灣地區房價、股價、利率互動關係之研究--聯立方程模型與向量自我迴歸模型之應用
書刊名:中國財務學刊
作者:陳隆麒李文雄
作者(外文):Chen, Long-chieLee, Wen Hsiung
出版日期:1998
卷期:5:4
頁次:頁51-71
主題關鍵詞:房價股價利率聯立方程模型向量自我迴歸模型Housing priceStock priceInterest rateSimultaneous equations model vector autoregression model
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(10) 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:10
  • 共同引用共同引用:20
  • 點閱點閱:93
期刊論文
1.Harris, Jack C.(1989)。The effect of Real Rates of Interest on Housing Prices。The Journal of Real Estate Finance and Economics,2(1),47-60。  new window
2.Reichert, Alan K.(1990)。The Impact of Interest Rates, Income and Employment upon Regional Housing Prices。The Journal of Real Estate Finance and Economics,3(4),373-391。  new window
3.Liu, Crocker H.、Hartzell, David J.、Greig, Wylie、Grissom, Terry V.(1990)。The Integration of the Real Estate Market and the stock Market: Some Preliminary Evidence。The Journal of Real Estate Finance and Economics,3(3),261-282。  new window
4.Fama, Eugene F.、Schwert, G. William(1977)。Asset Returns and Inflation。Journal of Financial Economics,5(2),115-146。  new window
5.Lin, C.-C. S.(1993)。The Relationship between Rents and Prices of Owner-occupied Housing in Taiwan。The Journal of Real Estate Finance and Economics,6(1),25-54。  new window
6.鄒孟文(19931200)。臺灣股價指數與貨幣供給之因果關係檢定。臺灣經濟金融月刊,29(12)=347,26-34。  延伸查詢new window
7.陳明吉(19900600)。房地產價格及其變動因素之研究。臺灣銀行季刊,41(2),220-244。new window  延伸查詢new window
8.Errunza, Vihang R.、Losq, Etienne(1985)。International asset pricing under mild segmentation: Theory and test。Journal of Finance,40(1),105-124。  new window
9.張仁良、麥萃才、曾澍基(1995)。The Causal Relationships between Residential Property Prices and Rentals in Hong Kong: 1982-1991。The Journal of Real Estate Finance and Economics,10(1),23-35。  new window
10.蔡曉玲(1993)。分類股價,貨幣供給額、匯幣三者因果關係。證券管理。  延伸查詢new window
11.錢盡忠(1990)。臺灣匯率變動和股價變動的因果關係。證券管理。  延伸查詢new window
12.Doughtery, A.、Van Order, R.(1982)。Inflation, Housing Costs and the consumer Price Index。The American Economic Review,72,154-164。  new window
13.Geltner, David、Mei, Jianping(1995)。The Present Value Model with Time - Varying Discount Rates: Implication for Commercial Property Valuation and Investment Decisions。The Journal of Real Estate Finance and Economics,11(2),119-135。  new window
14.Darrat, Ali F.、Glascock, John L.(1993)。On the Real Estate Market Efficiency。The Journal of Real Estate Finance and Economics,7(1),55-72。  new window
15.Mai, Jianping、Liu, C.(1994)。An analysis of Real Estate Risk Using the Present Value Model。The Journal of Real Estate Finance and Economics,5-20。  new window
16.He, Ling T.、Neil Myer, F. C.、Webb, James R.(1993)。The Sensitivity of Bank Stock Returns to Real Estate。The Journal of Real Estate Finance and Economics,12(2),203-220。  new window
17.Manchester, J.(1987)。Inflation and Housing Demand: A New Perspective。Journal of Urban Economics,21,105-125。  new window
18.Schnare, Ann、Raymond, Struyk(1976)。Segmentation in Urban Housing Markets。Journal of Urban Economics,146-466。  new window
19.Schwab, Robert M.(1983)。Real and nominal interest rates and the Demand for Housing。Journal of Urban Economics,13(2),181-195。  new window
20.Kim, Taewou(1991)。Modeling the Behavior of Real Estate Prices。The Journal of Real Estate Finance and Economics,4(3),273-282。  new window
21.Goodman, Allen C.(1988)。An Econometric Model of Housing Price, Permanent Income, Tenure Choice, and Housing Demand。Journal of Urban Economics,23(3),327-353。  new window
會議論文
1.許振明(1992)。貨幣政策與物價:向量自我迴歸模型之實證分析。國內經濟研討會系列--物價研討會。中華經濟研究院。  延伸查詢new window
學位論文
1.黃佩玲(1994)。住宅價格與總體經濟變數關係之研究-以向量自我迴歸模式(VAR)進行實證(碩士論文)。國立政治大學。  延伸查詢new window
2.劉子瑯(1987)。臺灣地區貨幣供給與股票價格關係之實證研究(碩士論文)。國立臺灣大學。  延伸查詢new window
3.洪寶川(1991)。影響臺北市住宅用地地價因素之研究,0。  延伸查詢new window
4.張昭彬(1990)。股價、物價、貨幣供給因果關係分析,0。  延伸查詢new window
5.陳翠玲(1989)。分析景氣循環對匯率和股價的攸關程度,0。  延伸查詢new window
6.梁慎蔚(1994)。臺灣地區利率與通貨膨脹之關係探討,0。  延伸查詢new window
7.羅國男(1991)。臺灣房地產景氣與股價關係之研究,沒有紀錄。  延伸查詢new window
 
 
 
 
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