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    Please use this identifier to cite or link to this item: http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/31709


    Title: 金磚四國(BRICs)股市與美國股市間的非線性互動關係
    Other Titles: A study of nonlinear relationship between BRICs stock index and U.S. stock index
    Authors: 葉芳雯;Yeh, Fang-wen
    Contributors: 淡江大學財務金融學系碩士班
    聶建中;Nieh, Chien-chung;張倉耀;Chang, Tsang-yao
    Keywords: 門檻;金磚四國;股價指數;Tar;M-tar;stock index;BRICs
    Date: 2006
    Issue Date: 2010-01-11 01:09:39 (UTC+8)
    Abstract: 金磚四國BRICs在未來的半個世紀後,將有可能會取代現有的六大工業國的其中四國,成為未來的經濟強權,因此了解金磚四國股市與美國股市之間的關聯性,可以有助於我們預測未來世界的經濟發展,以提早做準備。本文經實證,我們發現在短期,美國道瓊工業指數對印度Sensex30指數及美國道瓊工業指數對俄羅斯RTS指數分別有顯著的影響。在長期中,我們可得到大陸上海綜合股價指數對美國道瓊工業指數及美國道瓊工業指數對印度Sensex30指數有領先關係。
    BRICs may become four of the G6 and strong economics power in the near future. It can help us to predict the development of world economics by understanding there relations between BRICs and U.S. stock market. According to the evidence, we discovered, in the short run, Dow Jones index had obviously influence to Russia (RTS) and India (Sensex 30 index), however others are not. In the long run, we understand that Shangshi mixed stock index has lead relation to Dow Jones and Dow Jones has lead relation to Sensex 30.
    Appears in Collections:[財務金融學系暨研究所] 學位論文

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