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



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)
Every registered student MUST post and maintain TWO pages at this site.

1. 你的期末報告想要仿照的原始 paper 重點摘要頁, 見 [
範例]
A summary of the paper you choose to follow in your term-project. (see a suggestive [summary example ]).

2. 你的學習紀錄頁, 見 [範例]
A "learning weblog" of your progress during this course (see [example]). This example is demonstrative rather than required to conform to.

3. 記得每一頁要在頁尾處輸入你的「標籤」, 包含學號後5碼, 名字或暱稱, 和 其它你自訂的關鍵字, 例 ADF、共整合、PPP、等
When you edit your pages, be sure to write appropriate "Tags" (as many as you wish) (around the bottom of editing screen) for your posted pages to let me identify your required contributions. The tags should at least include your last 5-digit student ID and keywords about the page.

4. 請同學在你所選的 paper 加上標籤:「已選」
If you have already decided a paper to follow and post a page for it. Please be sure to attach that page a specific tag named "selected or 已選." It is of course possible that two or more students may choose the same paper to follow as their term-project. BUT only one of them can be authorized to follow the specific paper. The decision will be based on a first-come-first-serve rule. That is, the one who posts the summary page of a paper gets the first priority to follow that paper posted with a tag named"selected" paper .

5. 在你的 學習紀錄頁加上標籤:學習記事
Don't forget to stick a tag "weblog" with your "learning weblog" page in addition to your last 5-digit student ID.


== 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