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    Please use this identifier to cite or link to this item: http://nccur.lib.nccu.edu.tw/handle/140.119/90427

    Title: 台灣股價波動之總體經濟因素分析
    Authors: 張麗蕙
    Contributors: 汪義育
    Date: 1989
    Issue Date: 2016-05-04 14:21:29 (UTC+8)
    Reference: 參考文獻
    1. AGMON, Tamir, "The Relations Among Equity Markets:A Study of Share Prile Co-movements In The United States, United Kingdom, Germany And Japan" Joural
    of finance, Sep. 1972, pp. 839-856.
    2. Blanchard, O. J. "Speculative Bubbles, Crashed and Rational Expectations", Economic Letters 3, 1979,pp. 387-389.
    3. Blanchard, O. J. & Watson, M.W. "Bubbles, Rational Expectations and Financial Markets", NBER Working Paper #945, July, 1982.
    4. Chen, Nai-Fu, Roll, Richard, Ross Stephen A.,"Economic Forces and the Stock Market". Journal of Business. 1986, Vol. 59.PP. 383-403.
    5. Cutler,M. David, Poterba, M. James, Summers, H. Lawrence, "What Moves Stock Prices?" NBER Working Paper #2538, March, 1988.
    6. Diba, B. T. & Grossman, H.I., "On the Inception of Rational Bubbles", The Quarterly Journal of Economics, Aug, 1987, pp. 697-701.
    7. Diba, B.T. & Grossman, H.I. "Explosive Rational Bubbles In Seock Prices? "American Economic Review, June,1988, pp.520-530.
    8. Dickey, David & Fuller, Wayne, "Likelihood Ratio Statistics for Autoregressive Time Series With a Unit Root", Econometrica, July, 1981, 49. pp. 1057-1072.
    9. Engle, R. F. & Granger C. W. J., "Co-integration and Error Correction: Representation, Estimation, And Testing", Ecnometrica, March, 1987, pp. 251-276.
    10. Eun, C.S. & Resnick, B. G., "Estimating the Correlation Structure of International Share Prices", Journal of Finance, Dec. 1984,pp. 1311-1324.
    11. Flood, R. P. & Garber, P. M., "Market Fundamentals Versus Price-Level Bubbles: The First Test",Journal of Political Economy, 1980, Vol. 88,pp. 745-770.
    12. Grubel, H. G. & Fadner, K.,"The Interdependence of Inernational Equity Markets" Journal of Finance 1971, 3, pp. 89-94.
    13. Hamilton, J. D., "On the Testing for Self-Fulfilling Speculative Price Bubbles", International Economic Review Vol. 27. No.3. Oct. 1986, pp. 545-552.
    14. Kaplanis, E. C., "Stability and Forecasting of the Comovement Measures of International Stock Market Returns", Journal of International Money & Finance 1988, 7, pp. 63-75.
    15. Mookerjee, Rajen, "Monetary Policy and the Informational Efficiency of the Stock Market: The Evidence from Many Country", Applied Economics, 1987, Vol.194 pp. 1521-1532.
    16. Pearce, D. K. & Roley, V. V., "Stock Prices and Economic News", Journal of Business, 1985, Vol. 58. pp. 49-67 .
    17. Pearce, D. K. & Roley, V. V., "The Reaction of Stock Prices to Unanticipated Change in Money:A Note", Joural of Finance, Sep. 1983, pp. 1323-1333.
    18. Ripley, D. M., "Systematic Elements in the Linkage of National Stock Market Indices", Review of Economics & Statistics, Aug. 1973, pp. 356-361.
    19. West, K. D.,"A Specification Test For Speculative Bubbles", The Quarterly Journal of Economics,Aug. 1987, pp. 553-580.

    4黃義璋,「股價變動的經濟領先指標分析──ARIMA Model」,交通大學管理科學研究所碩士論文,民國69年。
    Description: 碩士
    Source URI: http://thesis.lib.nccu.edu.tw/record/#B2002005688
    Data Type: thesis
    Appears in Collections:[國際經營與貿易學系 ] 學位論文

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