教師資料查詢 | 類別: 期刊論文 | 教師: 莊忠柱 Chung-chu Chuang (瀏覽個人網頁)

標題:Computing regression quantiles to analysis the relationship between market behavior and political risk
學年100
學期2
出版(發表)日期2012/06/01
作品名稱Computing regression quantiles to analysis the relationship between market behavior and political risk
作品名稱(其他語言)
著者Wang, Yi-Hsien; Hung, Jui-Cheng; Lee, Yen-Hsien; Chuang, Chung-Chu
單位淡江大學管理科學學系
出版者Dordrecht: Springer Netherlands
著錄名稱、卷期、頁數Quality & Quantity 46(4), pp.1047-1055
摘要The modern tendency of Japanese politics-economy interaction has affected emerging countries. This article examines the influence of the House of Representatives sessions on returns to Nikkei 225. The conventional linear regression can only describe the impact of averages on returns, but cannot completely present all the possible relationships between the two. In order to avoid the restrictions of the above mentioned method, this article performs quantile regression to analyze the influence of the House of Representatives sessions on the returns of Nikkei 225. Meanwhile, quantile regression provides a more complete description of analysis on relationships between stock market behavior and parliament effects.
關鍵字Parliament effects; politics-economy; market behavior; Quantile regression
語言英文
ISSN0033-5177; 1573-7845
期刊性質國外
收錄於SCI;
產學合作
通訊作者Wang, Yi-Hsien
審稿制度
國別荷蘭
公開徵稿
出版型式,紙本
相關連結
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