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    Title: 金融控股產業股價、利率、匯率的連動性
    Other Titles: The interactive relation of stock price of financial holding company, interest rate, and exchange rate
    Authors: 許意婉;Hsu, I-wan
    Contributors: 淡江大學財務金融學系碩士班
    謝明瑞;Hsieh, Ming-jui
    Keywords: 金融控股公司;股價;利率;匯率;Financial Holding Company;Stock Price;Interest rate;Exchange Rate
    Date: 2005
    Issue Date: 2010-01-11 01:12:20 (UTC+8)
    Abstract: 隨著國內金融控股公司已完成立法,國內各家金融機構得
    依其經營目標直接投資或收購子公司以擴大金融版圖,同時有
    利於銀行、保險公司及證券商轉換為金融控股公司,由於該法
    條提供營業讓與、股份轉換的機制,可發揮金融綜合經營效益、
    促進我國金融業的國際化,並提高國際競爭力。
    有鑑於金控產業龐大的企業體質、及多角化的經營型態,
    其營運模式將對國內其他產業產生極大的衝擊,為了解其間的
    關聯性,在本研究中採用Granger 因果關係檢定、Johansen共
    整合檢定,重新探討國內金融控股公司股票價格、利率、匯率
    間的傳遞過程與關連性,是否與其他產業間存在差異性。
    由於我國金融控股公司的設立時間不長,欲探討其股價與
    利率、匯率,領先落後的關係,國內相關研究並不多見。但長期
    來看,由於股市的漲跌通常都會領先經濟實質活動的表現,而金
    融控股公司有無績效,也將反映在其股價上,希望藉由以上研究,
    能夠供投資者在進行資本市場投資時,據以參考並擬定投資策略。
    As the Financial Holding Company Law has
    been published in Taiwan, every banking institution
    in order to respond with the change of financial
    environment, they turn into large-sized, global
    by invest or merger & cquisition. And the law is
    also advantageous to banking and insurance companies
    and securities firms.
    Owing to Financial Holding Company have huge firm
    structure and diversifying managemen, so in this study
    we use Granger causality test and Johansen testing for
    cointegration, to reconsider the interactive relation
    of Stock price of Financial Holding Company, Interest
    Rate, and Exchange Rate in Taiwan. In the long-term,
    thestock price fluctuation usually will leader the
    real-activity .As to the performance of Financial
    Holding Company will effect Stock price of Financial
    Holding Company.We hope this study will help investments
    make good invest strage.
    Appears in Collections:[財務金融學系暨研究所] 學位論文

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