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題名:貨幣政策影響利率及股票市場之實證研究--以電子類股為例
書刊名:僑光學報
作者:邱文松
出版日期:1999
卷期:17
頁次:頁189-219
主題關鍵詞:貨幣政策利率股票市場電子類股
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:3
  • 點閱點閱:21
期刊論文
1.Friedman, M.、Schwartz, A. J.(1963)。Money and Business Cycle。Review of Economic and Statistics,45,32-64。  new window
2.Rozeff, M. S.(1974)。Money and Stock Price: Market Efficiency and the Lag in Effect of Monetary Policy。Journal Financial Economics,1,245-302。  new window
3.Box, G.、Pierce, D.(1970)。Distribution of Residual Autocorrelation in Autogression Moving Average Time Series。Journal of The U.S. Statistical Association,65,1509-1526。  new window
4.Box, George E. P.、Jenkins, Gwilym M.(1974)。Time Series Analysis: Forecasting and Control。Holden-Day,4,213-220。  new window
5.Dann, Larry Y.、James, Christopher M.(198212)。An Analysis of The Impact of Deposit Rate Ceilings on The Market Values of Thrift Institutions。Journal of Finance,37,259-1275。  new window
6.Granger, C. W. J.、Newbord, P.(1974)。Suprious Regression in Economics。Journal of Economics,111-120。  new window
7.Hafer, R. W.(1986)。The Response of Stock Prices to Changes in Weekly Money and The Discount Rate。Federal Reverse Bank of St. Louis Economic Review,64(3),5-14。  new window
8.Osborne, Dale K.、Zaher, Tarek S.(1992)。Reserve Requirement, Bank Share Prices, and The Uniqueness of Bank Loans。Journal of Banking and Finance,16,799-812。  new window
9.Patelis, Alex D.(199712)。Stock Return Predict Ability and The Role of Monetary Policy。Journal of Finance,52(5),1951-1971。  new window
10.Roley, V.(1983)。The Response of Short Term Interest Rates to Weekly Money Supply Announcements。Journal of Money, Credit and Banking,15,344-354。  new window
11.Slovin, B. Myron、Sushka, Marie E.、Bendeck, Yvette M.(1990)。The Market Valuation Effects of Reserve Regulation。Journal of Monetary Economics,25,1-17。  new window
12.Cook, T.、Hahn, T.(1988)。The Information Content of Discount Rate Announcements and Their Effect on Market Interest Rate。Journal of Money, Credit and Banking,20(2),167-180。  new window
13.Fama, E. F.、Fisher, L.、Jensen, M. C.、Roll, R.(1969)。The Adjustment of Stock Price to New Information。International Economic Review,10(1),1-21。  new window
14.Samuelson, P.(1973)。Proof That Properly Discounted Present Value of Assets Variate Randomly。Journal of Economics and Management Science,1973(Autumn),369-374。  new window
15.Nelson, C. R.、Plosser, C. I.(1982)。Trends and Random Walks in Macroeconomic Time Series: Some Evidence and Implications。Journal of Monetary Economics,10(2),139-162。  new window
16.Shleifer, Andrei(1986)。Do Demand Curves for Stocks Slope Down?。Journal of Finance,41(3),579-590。  new window
17.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
18.James Goo,Y. J.(19950600)。The Impacts of Foreigner Investment Opening Policy on the Taiwan Stock Market: An Application of the Intervention Model。中山管理評論,3(2),73-84。new window  new window
19.Brown, Stephen J.、Warner, Jerold B.(1980)。Measuring security price performance。Journal of Financial Economics,8(3),205-258。  new window
20.Said, S. E.、Dickey, David A.(1984)。Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order。Biometrika,71(3),599-607。  new window
21.Fama, Eugene F.(1970)。Efficient Capital Markets: A Review of Theory and Empirical Work。The Journal of Finance,25(2),383-417。  new window
22.Brown, Stephen J.、Warner, Jerold B.(1985)。Using Daily Stock Returns: The Case of Event Studies。Journal of Financial Economics,14(1),3-31。  new window
學位論文
1.林勇傑(1996)。存款準備率及重貼現率調整對股票市場之影響(碩士論文)。東吳大學。  延伸查詢new window
2.楊弼光(1990)。調低重貼現率公告對短期票券效率性之實證研究(碩士論文)。私立淡江大學。  延伸查詢new window
3.黃玉麗(1994)。貨幣政策之資訊效果--貨幣市場利率及股價之實証研究(碩士論文)。國立中正大學。  延伸查詢new window
4.林志松(1998)。貨幣政策對股市報酬及波動性影響之研究--網狀因果及GARCH模型之應用(碩士論文)。國立臺灣大學。  延伸查詢new window
5.陳文燦(1987)。利率變動對股票價格影響之實證研究(碩士論文)。國立政治大學。  延伸查詢new window
6.謝震宇(1998)。中央銀行貨幣政策對股票市場影響之研究(碩士論文)。國立中興大學。  延伸查詢new window
7.李碧林(1991)。重貼現率變動對週轉率及股價之影響--台灣証券市場之實証研究(碩士論文)。私立淡江大學。  延伸查詢new window
8.林國輝(1990)。台灣地區貨幣供給、利率與股價因果關係之實證研究(碩士論文)。國立政治大學。  延伸查詢new window
圖書
1.中央銀行經濟研究處(199812)。中華民國台灣地區金融統計月報。中央銀行經濟研究處。  延伸查詢new window
2.謝德宗(199302)。貨幣銀行學。三民書局。  延伸查詢new window
3.Fama, Engene F.(1976)。Foundatioin of Finace。New York:Basic Books。  new window
4.Mills, Terence C.(1990)。Time Series Techniques for Economists。Cambridge:Cambridge University Press。  new window
5.吳柏林(1995)。時間數列分析導論。華泰文化事業股份有限公司。  延伸查詢new window
6.Newbold, P.、Granger, C. W. J.(1986)。Forecasting Economic Time Series。Academic Press。  new window
7.林煜宗(1988)。現代投資學--制度、理論與實證。臺北:三民書局。  延伸查詢new window
8.林茂文(1992)。時間數列分析與預測。臺北:華泰書局。  延伸查詢new window
 
 
 
 
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