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    ASIA unversity > 管理學院 > 財務金融學系 > 博碩士論文 >  Item 310904400/10950


    Please use this identifier to cite or link to this item: http://asiair.asia.edu.tw/ir/handle/310904400/10950


    Title: The Dynamic Relationships Between USA and Asia-Pacific Region Market Weighted Index
    Authors: Siou- Yan Yu
    Contributors: Department of Finance
    Keywords: Market Weighted Index;Vector Autoregressive Models;Granger Causality Test;Cointegration
    Date: 2010
    Issue Date: 2010-11-09 13:40:05 (UTC+8)
    Publisher: Asia University
    Abstract:   This research studied the stock market weighted index in Taiwan, Shanghai, Japan, Korea, and the U.S. are application to unit root test, vector autoregressive models, Granger causality test, impulse response analysis, and forecast error variance decomposition study the stock market weighted index in the observe dynamic correlation relationships. In addition to these five markets, we joined the Hong Kong stock market and use those log price to analysis the various stock market whether the correlation exists after the signing of MOU, we use include integration analysis, vector error correction model, Granger causality test, impulse response analysis, forecast error variance decomposition to judge the dynamic relationships between those market weighted index.
    Appears in Collections:[財務金融學系] 博碩士論文

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