完整後設資料紀錄
DC 欄位 | 值 | 語言 |
---|---|---|
dc.contributor.author | 張倉耀 Tsang yao Chang | |
dc.contributor.author | 聶建中 Chien-Chung Nieh | |
dc.contributor.other | 第5屆全國實證經濟學研討會 | |
dc.contributor.other | The 5th Conference of Taiwan's Economic Empirics | |
dc.coverage.spatial | 逢甲大學人言大樓 | |
dc.coverage.temporal | 2004年06月12-13日 | |
dc.date.accessioned | 2009-08-23T05:57:05Z | |
dc.date.accessioned | 2020-08-05T07:06:36Z | - |
dc.date.available | 2009-08-23T05:57:05Z | |
dc.date.available | 2020-08-05T07:06:36Z | - |
dc.date.issued | 2007-11-06T03:54:20Z | |
dc.identifier.uri | http://dspace.fcu.edu.tw/handle/2377/4484 | - |
dc.description.abstract | In this study, using a threshold error-correction model, we investigate price transmissions between the real estate and stock markets in Taiwan over the 1986Q1 to 2003Q2 period. The results from Granger-Causality tests based on corresponding threshold error-correction model (TECM) clearly point to unidirectional causality running from the real estate market to stock market in the short run. Furthermore, we find asymmetric price transmissions between these two markets in the long run. These findings ought to be made readily available to individual investors and financial institutions holding long-term investment portfolios in these two asset markets for their likely implications today. | |
dc.description.sponsorship | 行政院國家科學委員會社會科學研究中心 台灣經濟會 逢甲大學經濟學系 | |
dc.description.sponsorship | 中正大學經濟學系含國際經濟研究所 中山大學經濟學研究所 暨南國際大學國際經濟研究所 東華大學經濟學系暨國際經濟研究所 成功大學經濟學系 高雄應用科技大學國際貿易學系 高雄大學應用經濟學系 東海大學經濟學系 靜宜大學國際貿易學系 | |
dc.format.extent | 323096 bytes | |
dc.format.extent | 1832 bytes | |
dc.format.mimetype | application/pdf | |
dc.format.mimetype | text/plain | |
dc.language | 英文 | |
dc.language.iso | zh_TW | |
dc.subject | Threshold Error-Correction Model | |
dc.subject | Real Estate and Stock Markets | |
dc.subject | Asymmetric Price Transmissions | |
dc.title | Using Threshold Error-Correction Model to Investigate Asymmetric Price Transmissions between the Real Estate and Stock Markets in Taiwan | |
dc.title.alternative | Using Threshold Error-Correction Model to Investigate Asymmetric Price Transmissions between the Real Estate and Stock Markets in Taiwan | |
dc.type | 論文發表 | |
分類: | 第5屆全國實證經濟學研討會 |
文件中的檔案:
檔案 | 描述 | 大小 | 格式 | |
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acb010401031.pdf | 315.52 kB | Adobe PDF | 檢視/開啟 |
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