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 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
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