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    Dissertation/ Thesis

    المؤلفون: 孫恩卿, Son, Eun-Kyung

    المساهمون: 林建秀, Lin, Chien-Hsiu

    وصف الملف: 1107428 bytes; application/pdf

    Relation: 1. Akaike, H. (1974). A new look at the statistical model identification. IEEE transactions on automatic control, 19(6), 716-723.\n2. Bank of Korea (2016). Foreign Exchange System and Market in Korea. Retrieved from https://www.bok.or.kr/viewer/skin/doc.html?fn=FILE_2018033008183428 31.pdf&rs=/webview/result/P0000609/201601.\n3. Chi, H. J., & Kim, S. W. (2001). Interrelationship among the Foreign Exchange, Stock and Bond Market: Comparative Analysis of Korea and Japan. The Korean Journal of Financial Management, 18(2), 169-191.\n4. Dickey, D. A., & Fuller, W. A. (1979). Distribution of the estimators for autoregressive time series with a unit root. Journal of the American statistical association, 74(366a), 427-431.\n5. Engle, R. F., & Granger, C. W. (1987). Co-integration and error correction: representation, estimation, and testing. Econometrica: journal of the Econometric Society, 251-276.\n6. Hong, Y. J., & Ha, H. Y. (2019). A Study on the Foreign Investment in Financial Assets and Exchange Rate in Korea - A Focus on Bond Yields and Stock Returns -. Journal of Social Science, 26(1), 39-60.\n7. Lee, D. H., & Kim, E. R. (2000). An Analysis on Causality Between Exchange Rate and Stock Price : the Case of Asia Countries Experienced Foreign Exchange Crisis. Korea Trade Review, 25(1), 151-168.\n\n8. Lee, H. H., & Seo, D.W. (1997). An Analysis of the Effect of the Won-Dollar Exchange Rate Volatility Risk on the Korean Export. Korea Trade Review, 22(4), 79-104.\n9. Lee, H. J. (2007). A study on the Effects of Exchange Rates and Interest Rates on the Stock prices (Master’s thesis, Hanyang University, Seoul, Republic of Korea). Retrived from http://hanyang.dcollection.net/common/orgView/200000406754.\n10. Lee, H. J., & Ahn, J. O. (2010). A Study on the Relation between Foreign Exchange Rates and Stock Prices under Global Economic Crisis in Korea. Journal of Industrial Economics and Business, 23(6), 3201-3222.\n11. Sims, C. A. (1980). Macroeconomics and reality. Econometrica: journal of the Econometric Society, 1-48.\n12. 中央銀行(2019)。本行匯率政策相關議題之說明。取自 https://knowledge.cbc.gov.tw/uploads/20211019/3226ebf6-a429-4652-8f60- 767686c32c34.pdf。\n13. 中央銀行(2019)。有關新台幣匯率政策之說明。取自 https://www.cbc.gov.tw/Public/Attachment/9521833971.pdf。\n14. 方文碩、田志遠(2001)。匯率貶值對股票市場的衝擊-雙變量 GARCH-M 模型。台灣金融財務季刊, 2(3),99-117。\n15. 王齡翎(2015)。臺灣股價指數與匯率之因果關係(碩士論文,中國文化大 學,臺北市,台灣)。取自台灣博碩士論文知識加值系統。\n16. 徐清俊、李孟哲(2006)。匯率變動與台灣股市報酬之研究-雙變量 GARCH 模型。興國學報,(5),23-34。\n17. 陳旭昇(2013)。時間序列分析:總體經濟與財務金融之應用(二版)。臺 北市:東華。\n\n18. 陳思寬、張銘仁(2006)。 股價、匯率與貨幣政策之互動性:東亞各國的 實證研究。證券市場發展季刊,18(4),61-101。\n19. 黃威儒(2019)。臺灣股市、匯率及利率的互動關係(1990-2018)(碩士論 文,淡江大學,臺北市,台灣)。取自 airitilibrary.com。\n20. 楊奕農(2017)。時間序列分析:經濟與財務上之應用(三版)。臺北市: 雙葉書廊。; G0109352037; https://nccur.lib.nccu.edu.tw//handle/140.119/141071; https://nccur.lib.nccu.edu.tw/bitstream/140.119/141071/1/203701.pdf