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題 名 | 臺灣地區外匯市場與股票市場互動關係之實驗研究--聯立方程式模型=An Empircal Study on the Interactions of Foreign Exchange Market and Stock Market in Taiwan-- Simultaneous Equations Models |
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作 者 | 康信鴻; 初家祥; | 書刊名 | 中山管理評論 |
卷 期 | 4:1 1996.03[民85.03] |
頁 次 | 頁113-134 |
分類號 | 562.1 |
關鍵詞 | 外匯市場; 股票市場; 聯立方程式; 匯率; 股價指數; Foreign exchange market; Stock market; Simultaneous equations model; Exchange rates; Stock index; |
語 文 | 中文(Chinese) |
中文摘要 | 本文之主要目的乃是說以聯立方程式模型對外匯市場與股票市場之互動關係作一實證研究。本文之實證乃是以股價指數與匯率作內生變數,並以影響比兩項內生變數之相關經濟因素做外生變數,然後建立聯立方程式模型,以探討外匯市場與投票市場之互動關係。 |
英文摘要 | The main purpose of the paper is to do an empirical study on the interactions of foreignexchange market and stock market in Taiwan. By treating stock price index and exchangerates as endogenous variables and treating other variables which affecting stock price indexand exchange rates as exogenous variables• the paper conctructs simultaneous equationsmodels to discuss the interactions of foreign exchange market and stock market. |
本系統中英文摘要資訊取自各篇刊載內容。