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題名:美國量化寬鬆對臺灣半導體產業外溢效果的共整合與因果檢定
書刊名:數據分析
作者:張家豪游為傑
作者(外文):Chang, Chia-haoYu, Wayne Weichieh
出版日期:2022
卷期:17:3
頁次:頁59-81
主題關鍵詞:美國2020量化寬鬆半導體產業外溢效果QE4Semiconductor sectorSpillover effectsAuto regressive distributed lag modelNonparametric quantile causality test
原始連結:連回原系統網址new window
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  • 共同引用共同引用:0
  • 點閱點閱:6
期刊論文
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5.Zhou, X.、Zhang, W.、Zhang, J.(2012)。Volatility spillovers between the Chinese and world equity markets。Pacific-Basin Finance Journal,20(2),247-270。  new window
6.Broock, W. A.、Scheinkman, J. A.、Dechert, W. D.、LeBaron, B.(1996)。A Test for Independence Based on the Correlation Dimension。Econometric Reviews,15(3),197-235。  new window
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9.Phillips, P. C. B.(1987)。Time series regression with a unit root。Econometrica: Journal of the Econometric Society,55(2),277-301。  new window
10.Nkoro, Emeka、Uko, Aham Kelvin(2016)。Autoregressive distributed lag (ARDL) cointegration technique: application and interpretation。Journal of Statistical and Econometric Methods,5(4),63-91。  new window
11.Pesaran, Hashem H.、Shin, Yongcheol(1998)。Generalized impulse response analysis in linear multivariate models。Economic Letters,58(1),17-29。  new window
12.Lin, C. H.、Shiu, C. Y.(2003)。Foreign ownership in the Taiwan stock market: An empirical analysis。Journal of Multinational Financial Management,13(1),19-41。  new window
13.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
14.Pesaran, M. Hashem、Shin, Yongcheol、Smith, Richard J.(2001)。Bounds testing approaches to the analysis of level relationships。Journal of Applied Econometrics,16(3),289-326。  new window
15.Balcilar, M.、Bouri, E.、Gupta, R.、Roubaud, D.(2017)。Can volume predict Bitcoin returns and volatility? A quantiles-based approach。Economic Modelling,64,74-81。  new window
16.Granger, Clive William John、Newbold, Paul(1974)。Spurious Regressions in Econometrics。Journal of econometrics,2(2),111-120。  new window
17.Phillips, Peter C. B.、Perron, Pierre(1988)。Testing for a unit root in time series regression。Biometrika,75(2),335-346。  new window
18.Albagli, E.、Ceballos, L.、Claro, S.、Romero, D.(2019)。Channels of US monetary policy spillovers to international bond markets。Journal of Financial Economics,134(2),447-473。  new window
19.Andaiyani, S.、Falianty, T. A.(2018)。Spillover Effect of Global Financial Cycle To Asset Markets in Asean-5 Countries: A Structural VAR Approach。AFEBI Economic and Finance Review,2(2),1-13。  new window
20.Apostolou, A.、Beirne, J.(2019)。Volatility spillovers of unconventional monetary policy to emerging market economies。Economic Modelling,79,118-129。  new window
21.Balcilar, M.、Bekiros, S.、Gupta, R.(2017)。The role of news-based uncertainty indices in predicting oil markets: a hybrid nonparametric quantile causality method。Empirical Economics,53(3),879-889。  new window
22.Bhatia, V.、Das, D.、Tiwari, A. K.、Shahbaz, M.、Hasim, H. M.(2018)。Do precious metal spot prices influence each other? Evidence from a nonparametric causality-in-quantiles approach。Resources policy,55,244-252。  new window
23.Bhattarai, K.、Negi, V.(2020)。FDI and economic performance of firms in India。Studies in microeconomics,8(1),44-74。  new window
24.Chiarella, C.、He, X. Z.、Zwinkels, R. C.(2014)。Heterogeneous expectations in asset pricing: Empirical evidence from the S&P500。Journal of Economic Behavior & Organization,105,1-16。  new window
25.Chien, Y.、Morris, P.(2016)。PMI and GDP: Do They Correlate for the United States? For China?。Economic Synopses,6,1-2。  new window
26.Del Negro, M.、Eggertsson, G.、Ferrero, A.、Kiyotaki, N.(2017)。The great escape? A quantitative evaluation of the Fed's liquidity facilities。American Economic Review,107(3),824-857。  new window
27.Elliott, G.、Rothenberg, T. J.、Stock, J. H.(1996)。The Econometric Society。Econometrica,64(4),813-836。  new window
28.Garnitz, J.、Lehmann, R.、Wohlrabe, K.(2019)。Forecasting GDP all over the world using leading indicators based on comprehensive survey data。Applied Economics,51(54),5802-5816。  new window
29.Gorodnichenko, Y.、Svejnar, J.、Terrell, K.(2014)。When does FDI have positive spillovers? Evidence from 17 transition market economies。Journal of Comparative Economics,42(4),954-969。  new window
30.Haitsma, R.、Unalmis, D.、De Haan, J.(2016)。The impact of the ECB's conventional and unconventional monetary policies on stock markets。Journal of Macroeconomics,48,101-116。  new window
31.Hasan, A.、Nasir, Z. M.(2008)。Macroeconomic factors and equity prices: An empirical investigation by using ARDL approach。The Pakistan Development Review,47(4),501-513。  new window
32.Jeong, K.、Härdle, W. K.、Song, S.(2012)。A consistent nonparametric test for causality in quantile。Econometric Theory,28(4),861-887。  new window
33.Khan, M. K.(2019)。Impact of exchange rate on stock returns in Shenzhen stock exchange: Analysis through ARDL approach。International Journal of economics and management,1(2),15-26。  new window
34.Kim, J. Y.、Park, W. Y.(2021)。Impact of Uncertainty Created by the US post-QE Monetary Policy on Emerging Economies。Seoul Journal of Economics,34(4),481-497。  new window
35.McMillan, D. G.(2021)。Forecasting US stock returns。The European Journal of Finance,27(1/2),86-109。  new window
36.Nishiyama, Y.、Hitomi, K.、Kawasaki, Y.、Jeong, K.(2011)。A consistent nonparametric test for nonlinear causality: Specification in time series regression。Journal of Econometrics,165(1),112-127。  new window
37.Papadamou, S.、Kyriazis, Ν. A.、Tzeremes, P. G.(2020)。US non-linear causal effects on global equity indices in Normal times versus unconventional eras。International Economics and Economic Policy,17(2),381-407。  new window
38.Rogers, J. H.、Scotti, C.、Wright, J. H.(2014)。Evaluating asset-market effects of unconventional monetary policy: a multi-country review。Economic Policy,29(80),749-799。  new window
39.Setiawan, K.、Manurung, Adler Haymans、Usman, Bahtiar(2022)。Impacts of US Monetary Policy, Domestic Micro and Macro Variables on the Indonesia Stock Market during Quantitative Easing Period in 2008-2020。Turkish Journal of Computer and Mathematics Education,13(1),164-174。  new window
40.Singh, N.、Jain, S.、Sharma, P.(2015)。Motivations for implementing environmental management practices in Indian industries。Ecological Economics,109,1-8。  new window
41.Syed, Q. R.、Malik, W. S.、Chang, B. H.(2019)。Volatility spillover effect of federal reserve's balance sheet on the financial and goods markets of Indo-Pak Region。Annals of Financial Economics,14(3)。  new window
42.Teresiene, D.、Keliuotyte-Staniuleniene, G.、Liao, Y.、Kanapickiene, R.、Pu, R.、Hu, S.、Yue, X. G.(2021)。The impact of the COVID-19 pandemic on consumer and business confidence indicators。Journal of Risk and Financial Management,14(4)。  new window
43.Tsuchiya, Y.(2012)。Is the purchasing managers' index useful for assessing the economy's strength? A directional analysis。Economics Bulletin,32(2),1302-1311。  new window
44.Ugurlu‐Yildirim, E.、Kocaarslan, B.、Ordu‐Akkaya, B. M.(2021)。Monetary policy uncertainty, investor sentiment, and US stock market performance: New evidence from nonlinear cointegration analysis。International Journal of Finance & Economics,26(2),1724-1738。  new window
會議論文
1.Pesaran, M. H.、Shin, Y.(1998)。An Autoregressive Distributed Lag Modelling Approach to Cointegration Analysis?。Econometric Society Monographs。Cambridge:Cambridge University Press。371-413。  new window
研究報告
1.Aprigliano, V.(2011)。The relationship between the PMI and the Italian index of industrial production and the impact of the latest economic crisis。Bank of Italy Temi di Discussione。  new window
2.Chodorow-Reich, G.(2014)。Effects of unconventional monetary policy on financial institutions。National Bureau of Economic Research。  new window
3.Khundrakpam, J. K.、George, A. T.(2012)。An empirical analysis of the relationship between WPI and PMI-manufacturing price indices in India。University Library of Munich。  new window
4.Miyajima, K.、Mohanty, M. S.、Yetman, J.(2014)。Spillovers of US unconventional monetary policy to Asia: the role of long-term interest rates。Bank for International Settlements。  new window
圖書
1.Lahiri, K.、Moore, G. H.(1992)。Leading economic indicators: new approaches and forecasting records。Cambridge University Press。  new window
2.Morrison, C. J.(2012)。A microeconomic approach to the measurement of economic performance: Productivity growth, capacity utilization, and related performance indicators。Springer Science & Business Media。  new window
單篇論文
1.Catik, A. N.,Akseki, U.,Alpaslan, B.(2017)。An Empirical Analysis of the Long-Run Relationship Among Regional House Prices in Turkey,https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3093230,(3093230)。  new window
其他
1.Bauer, H.,Burkacky, O.,Kenevan, P.,Mahindroo, A.,Patel, M.(2020)。How the semiconductor industry can emerge stronger after the COVID-19 crisis,https://www.mckinsey.com/~/media/McKinsey/Industries/Advanced%20Electronics/Our%20Insights/How%20the%20semiconductor%20industry%20can%20emerge%20stronger%20after%20the%20COVID%2019%20crisis/How-the-semiconductor-industry-can-emerge-stronger-after-the-COVID-19-crisis.pdf。  new window
2.Hosono, K.,Isobe, S.(2014)。The financial market impact of unconventional monetary policies in the US, the UK, the Eurozone, and Japan,Policy Research Institute, Ministry of Finance Japan。,https://ideas.repec.org/p/mof/wpaper/ron259.html。  new window
3.Liu, Q.,Lu, R.,Lu, Y.,Luong, T. A.(2015)。Is free trade good or bad for innovation?,https://www.freit.org/WorkingPapers/Papers/FirmLevelTrade/FREIT1096.pdf。  new window
 
 
 
 
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