碩士 / 大葉大學 / 管理學院碩士在職專班 / 100 / The research influence of Macroeconomic variables to rubber industry stock price in Taiwan and China before and after financial tsunami. The main empirical result as following:
There is a long-term equilibrium relationship between the rubber industry stock prices in Taiwan and China before and after financial tsunami After financial tsunami, rubber industry stock price in Taiwan and China fluctuation and change of the macroeconomic variables have a significant relation.
When it comes to the cross-market effect: before the financial tsunami , Shanhai and Shenzhen rubber industry stock price react faster than Taiwan rubber industry stock price. Also Shenzhen rubber industry stock price react faster than Shanhai rubber industry stock price. After the financial tsunami Shanhai and Shenzhen rubber industry stock price react faster than Taiwan rubber industry stock price. But Shenzhen and Shanhai rubber industry stock price, the both do not have a significant causal relationship between the stock market shows that the two the rubber industry sector is not leading, lagging behind the relationship.
| Identifer | oai:union.ndltd.org:TW/100DYU01121174 |
| Date | January 2012 |
| Creators | Ching-Ping Chen, 陳靜萍 |
| Contributors | Mei-Ling Chen, 陳美玲 |
| Source Sets | National Digital Library of Theses and Dissertations in Taiwan |
| Language | zh-TW |
| Detected Language | English |
| Type | 學位論文 ; thesis |
| Format | 64 |
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