關鍵字查詢 | 類別:期刊論文 | | 關鍵字:Integration between Real Estate Market and Stock Market

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序號 學年期 教師動態
1 105/1 財金系 聶建中 教授 期刊論文 發佈 Integration between Real Estate Market and Stock Market:Evidence from Taiwan , [105-1] :Integration between Real Estate Market and Stock Market:Evidence from Taiwan期刊論文Integration between Real Estate Market and Stock Market:Evidence from TaiwanWang, Yih-Chang, Ran Huang, Chien-Chung Nieh, Hong-Kou Ou and Maochieh ChiIndexes;Stock markets;Standards;Time series analysis;Electronic mail;Investment;CouplingsProceedings of the 2017 IEEE International Conference on Applied System Innovation (IEEE-ICASI 2017)This paper investigates long-run equilibrium relationship between real estate market and stock market in Taiwan using real estate investment trust (REIT) index. Linear cointegration model and recently developed time-varying vector error correction model are applied to explore possible long-run linear and non-linear linkage between the two indexes. The results of both the cointegration tests point to the existence of neither linear nor non-linear cointegration, suggesting that REIT markets are segmented from stock markets. These findings have important implication for investo
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