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    題名: Computing regression quantiles to analysis the relationship between market behavior and political risk
    作者: Wang, Yi-Hsien;Hung, Jui-Cheng;Lee, Yen-Hsien;Chuang, Chung-Chu
    貢獻者: 淡江大學管理科學學系
    關鍵詞: Parliament effects;politics-economy;market behavior;Quantile regression
    日期: 2012-06
    上傳時間: 2012-07-04 09:45:31 (UTC+8)
    出版者: Dordrecht: Springer Netherlands
    摘要: The modern tendency of Japanese politics-economy interaction has affected emerging countries. This article examines the influence of the House of Representatives sessions on returns to Nikkei 225. The conventional linear regression can only describe the impact of averages on returns, but cannot completely present all the possible relationships between the two. In order to avoid the restrictions of the above mentioned method, this article performs quantile regression to analyze the influence of the House of Representatives sessions on the returns of Nikkei 225. Meanwhile, quantile regression provides a more complete description of analysis on relationships between stock market behavior and parliament effects.
    關聯: Quality & Quantity 46(4), pp.1047-1055
    DOI: 10.1007/s11135-011-9447-8
    顯示於類別:[管理科學學系暨研究所] 期刊論文

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