期刊論文
| 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 | en |
| ISSN | 0033-5177; 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 | 是 |
| 國別 | NLD |
| 公開徵稿 | |
| 出版型式 | ,紙本 |
| 相關連結 |
機構典藏連結 ( http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/77691 ) |