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    Please use this identifier to cite or link to this item: http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/92925


    Title: Analysis for the Reality of the CPI when Ignoring Some Financial Assets - Evidence from Taiwan
    Authors: Nieh, Chien-Chung;Wu, Tsui-Huang;Cheng, Kuang-Cheng;Hsieh, Joyce
    Contributors: 淡江大學財務金融學系
    Keywords: Stock price;Real Estate Price;Consumer Price Index;ARDL;STECM
    Date: 2013
    Issue Date: 2013-10-24 02:02:00 (UTC+8)
    Publisher: Beverly Hills: West World Productions, Inc.
    Abstract: This research attempts to judge the reality of the price index without incorporating the prices of stock and real estate and to analyze the efficiency of the diversification when investing in both assets of stock and real estate over the period of 1986Q1 to 2002Q3 in Taiwan by employing various multivariate VAR models. The empirical results first indicate that diversification by investing in both assets of stock and real estate is fruitless since the market is efficient. Granger causality tests provide us perceptual information that the price index without incorporating the prices of stock and real estate is spurious. Nonetheless, the formulating of a STECM is not necessary since the linear functional form is not violated in our examination.
    Relation: Storage Management Solution 2013(1), pp.56-62
    Appears in Collections:[財務金融學系暨研究所] 期刊論文

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