The source of stock return fluctuation in Taiwan
Year of publication: |
August 2016
|
---|---|
Authors: | Liu, De-Chih ; Liu, Chih-Yun |
Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 61.2016, p. 77-88
|
Subject: | Stock return | Aggregate shock | Sectoral shock | Granular hypothesis | Schock | Shock | Taiwan | Kapitaleinkommen | Capital income | Konjunktur | Business cycle | Börsenkurs | Share price | VAR-Modell | VAR model | Schätzung | Estimation | Aktienmarkt | Stock market |
-
News-driven business cycles : evidence from investors expectations of future stock market returns
Zhang, Yujie, (2022)
-
Oil price shocks and the US stock market : a nonlinear approach
Hwang, Inwook, (2021)
-
Macroeconomics determinants of the correlation between stocks and bonds
Pericoli, Marcello, (2018)
- More ...
-
Structural changes in job creation and destruction
Liu, De-Chih, (2009)
-
The entry and exit of workers in Taiwan
Liu, De-Chih, (2006)
-
Monetary policy and the asymmetric job creation and destruction behaviour
Liu, De-chih, (2010)
- More ...