English  |  正體中文  |  简体中文  |  Items with full text/Total items : 52047/87178 (60%)
Visitors : 8688402      Online Users : 181
RC Version 7.0 © Powered By DSPACE, MIT. Enhanced by NTU Library & TKU Library IR team.
Scope Tips:
  • please add "double quotation mark" for query phrases to get precise results
  • please goto advance search for comprehansive author search
  • Adv. Search
    HomeLoginUploadHelpAboutAdminister Goto mobile version
    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

    Files in This Item:

    File SizeFormat

    All items in 機構典藏 are protected by copyright, with all rights reserved.

    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library & TKU Library IR teams. Copyright ©   - Feedback