| dc.contributor | 財務管理學系 | |
| dc.creator (作者) | Liu, Y. Angela;Pan, Ming-Shiun;Shieh, Joseph C. P. | |
| dc.creator (作者) | 謝劍平 | zh_TW |
| dc.date (日期) | 1998-03 | |
| dc.date.accessioned | 5-Aug-2015 14:38:28 (UTC+8) | - |
| dc.date.available | 5-Aug-2015 14:38:28 (UTC+8) | - |
| dc.date.issued (上傳時間) | 5-Aug-2015 14:38:28 (UTC+8) | - |
| dc.identifier.uri (URI) | http://nccur.lib.nccu.edu.tw/handle/140.119/77432 | - |
| dc.description.abstract (摘要) | Using a vector autoregressive analysis, this paper examines the structure of international transmissions in daily returns for six national stock markets— the U.S., Japan, Hong Kong, Singapore, Taiwan, and Thailand. Our results generally indicate that (1) the degree of interdependence among national stock markets has increased substantially after the 1987 stock market crash, (2) the U.S. market plays a dominant role of influencing the Pacific-Basin markets, (3) Japan and Singapore together have a significant persistent impact on the other Asian markets, and (4) the markets in Taiwan and Thailand are not efficient in processing international news. | |
| dc.format.extent | 670353 bytes | - |
| dc.format.mimetype | application/pdf | - |
| dc.relation (關聯) | Journal of Economics and Finance,22(1),59-69 | |
| dc.title (題名) | International transmission of stock price movements: Evidence from the U.S. and five Asian-Pacific markets | |
| dc.type (資料類型) | article | en |
| dc.identifier.doi (DOI) | 10.1007/BF02823233 | |
| dc.doi.uri (DOI) | http://dx.doi.org/10.1007/BF02823233 | |
