股指、利率與匯率之長期均衡及短期動態關係研究--台灣實證

Long Run Equilibrium and Short Run Dynamic Relationships among Stock Index, Interest Rate and Exchange Rate—Taiwan Evidence

鄭淑娟(Shu-Chuan Cheng)

指導教授 ： 莊孟翰

淡江大學/管理學院/全球華商經營管理數位學習碩士在職專班/碩士(2011年)

https://doi.org/10.6846/TKU.2011.01342

摘要

本篇摘要未授權

關鍵字

股指 ； 利率 ； 匯率 ； 時間序列 ； 分散風險

並列摘要

This abstract would not be displayed due to no authorization.

並列關鍵字

Stock Index ； Interest Rate ； Exchange Rate ； Time Series ； Diversification

參考文獻

Ajayi, R. and Mougoue, M., (1996). “ On the Dynamic Relation between Stock Prices and Exchange Rates.“ Journal of Financial Research, 19(2), pp. 193-207.

Alagidede, P., Panagiotidis, T. and Zhang, X., (2011). “ Causal Relationship between Stock Prices and Exchange Rates. “ Journal of International Trade and Economic Development, 20(1), pp. 67-86.

Borgy, V. and Mignon, V., (2009).” Taux d'interet et marches boursiers: Une analyse empirique de l'integration financiere internationale. (Interest Rates and Stock Markets: An Empirical Analysis of International Financial Integration. With English summary.)”. Economie et Prevision, (187), pp. 105-121.

Chen, S. and Chen, T., (2011). “ The Causal Relationship between Stock Prices and Exchange Rates: Evidence from the G-7. “. Journal of Economics and Management, 7(1), pp. 101-133.

Chinzara, Z. (2011). Macroeconomic Uncertainty and Conditional Stock Market Volatility in South Africa. South African Journal of Economics, 79(1), pp. 27.