碩士 / 國立雲林科技大學 / 財務金融系碩士班 / 101 / The purpose of this research is to study the relationship among the United States Taiwan，Hong Kong, Korea and Singapore which also call Four Asia Tigers before and after financial tsunami. The study period of this research use 2008 which financial tsunami happened to be stand point then divide to two part of studying period. The first part of study period is January 1.2005 to December 31, 2007 and the second part of study period is January 1 2009 to December 31, 2012. This research use ADF root test, Granger’s causality test and VAR model to measure all the choose information. According to the empirical results of Granger’s causality test, the United States’ stock market is still a leadership of Four Asia Tigers’ stock market. Even after financial tsunami, the United States still has deeply affected to Four Asia Tigers.
According the impulse responds analysis of VAR model, the United States has deeply impulse to Four Asia Tigers, but the Four Asia Tigers hardly impulse the United states. In the empirical of Variance Decomposition, the United States has highly explained by itself in both periods. However, after financial tsunami, the United States’ influence of Four Asia Tigers is stronger than before. Therefore, it also can prove, the United States still a leadership of world after financial tsunami
| Identifer | oai:union.ndltd.org:TW/101YUNT5304070 |
| Date | January 2013 |
| Creators | Kuan-Hua Su, 蘇冠華 |
| Contributors | none, 胥愛琦 |
| Source Sets | National Digital Library of Theses and Dissertations in Taiwan |
| Language | zh-TW |
| Detected Language | English |
| Type | 學位論文 ; thesis |
| Format | 68 |
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