政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/90427
English  |  正體中文  |  简体中文  |  Post-Print筆數 : 27 |  全文笔数/总笔数 : 109948/140897 (78%)
造访人次 : 46080390      在线人数 : 1156
RC Version 6.0 © Powered By DSPACE, MIT. Enhanced by NTU Library IR team.
搜寻范围 查询小技巧：
  • 您可在西文检索词汇前后加上"双引号"，以获取较精准的检索结果
  • 若欲以作者姓名搜寻，建议至进阶搜寻限定作者字段，可获得较完整数据
    •  进阶搜寻


    请使用永久网址来引用或连结此文件: https://nccur.lib.nccu.edu.tw/handle/140.119/90427


    题名: 台灣股價波動之總體經濟因素分析
    作者: 張麗蕙
    贡献者: 汪義育
    張麗蕙
    日期: 1989
    上传时间: 2016-05-04 14:21:29 (UTC+8)
    參考文獻: 參考文獻
    一、英文部份
    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.

    二、中文部份
    1.鄭鴻章，「匯率估計與預測之研究──台灣實證分析」，國立政治大學國際貿易研究所碩士論文，民國76年。
    2.蔡麗茹，「台灣總體經濟變數之因果關係檢定」，國立政治大學國際貿易研究所碩士論文，民國77年。
    3.張國江，「台灣與國外股票市場價格關係之實證研究」，台灣大學商學研究所碩士論文，民國77年。
    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。
    5.李又剛、丁誌魰，「探討1987年中、美、日、港四國股市的表現」，台北市銀月刊，77年7月。
    6.________、________，「黑色星期一之後中、美、日、港四國股市之探討」，台北市銀月刊，77年10月。
    描述: 碩士
    國立政治大學
    國際經營與貿易學系
    資料來源: http://thesis.lib.nccu.edu.tw/record/#B2002005688
    数据类型: thesis
    显示于类别:[國際經營與貿易學系 ] 學位論文

    文件中的档案:

    档案 大小格式浏览次数
    index.html0KbHTML2302检视/开启


    在政大典藏中所有的数据项都受到原著作权保护.


    社群 sharing

    著作權政策宣告 Copyright Announcement
    1.本網站之數位內容為國立政治大學所收錄之機構典藏，無償提供學術研究與公眾教育等公益性使用，惟仍請適度，合理使用本網站之內容，以尊重著作權人之權益。商業上之利用，則請先取得著作權人之授權。
    The digital content of this website is part of National Chengchi University Institutional Repository. It provides free access to academic research and public education for non-commercial use. Please utilize it in a proper and reasonable manner and respect the rights of copyright owners. For commercial use, please obtain authorization from the copyright owner in advance.

    2.本網站之製作，已盡力防止侵害著作權人之權益，如仍發現本網站之數位內容有侵害著作權人權益情事者，請權利人通知本網站維護人員(nccur@nccu.edu.tw)，維護人員將立即採取移除該數位著作等補救措施。
    NCCU Institutional Repository is made to protect the interests of copyright owners. If you believe that any material on the website infringes copyright, please contact our staff(nccur@nccu.edu.tw). We will remove the work from the repository and investigate your claim.
    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library IR team Copyright ©   - 回馈