重要事項 Import Notes

重要事項 Import Notes
修習國際金融專題學生,
請務必參見 課程網頁維護重要事項 Import Notes
Registered students MUST see the Import Notes

2013-10-16

Exploring the Nexus; Stock Market, T. Bills, Inflation, Interest Rate and Exchange Rate.



資料來源: Journal of Economics & Behavioral Studies. Jul2012, Vol. 4 Issue 7, p384-389. 6p.
資料庫: Business Source Complete



Exploring the Nexus; Stock Market, T. Bills, Inflation, Interest Rate and Exchange Rate

Abstract:

 這項研究的主要目的是調查卡拉奇證券交易所和總體經濟變量即通貨膨脹率,匯率,國庫券利率之間的關係。結果顯示,股票價格在巴基斯坦並不反映該國的總體經濟狀況。

Data:
2005-2010月資料

Methodology:

Unit –root test(Augmented Dickey Fuller test)

Johansen Co integration test

Granger causality test

Conclusion:
這項研究分析總體經濟變量,在巴基斯坦的卡拉奇證券交易所價格之間的因果關係。國庫券,利率,匯率和通貨膨脹率(CPI)為代表的總體經濟指標。

Difficultly:
閱讀英文Paper需要加強
模型的定義與了解並不夠

參考資料:
楊奕農,《時間序列分析:經濟與財務上之應用》,雙葉書廊有限公司,台北,20098 二版。

期中報告:
https://www.youtube.com/edit?o=U&video_id=-75DVc3t5Ro



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PO 文注意事項 (Notes about your posts required for this course)

每位同學必需建立與維護 2 個網頁: (updated on 2010.9.19)
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== Posted on 2009.10.05 ==
請同學在你所選的 paper 加上
標籤:「已選」
在你的 學習紀錄頁加上標籤:學習記事