학술저널
Causality Analysis of Exports, Output and Stock Returns: Taiwan and South Korea
- 서울대학교 경제연구소
- Seoul Journal of Economics
- Seoul Journal of Economics Volume 5 No.4
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1992.12337 - 349 (12 pages)
- 0
커버이미지 없음
By applying the concept pioneered by Granger, this paper tests the causal relationship between real output, exports and stock returns in Taiwan and South Korea. We find that there is no clear causal relationship between real sector and financial sector in these two closed markets.
Abstract
Ⅰ. Introduction
Ⅱ. The Model
Ⅲ. Data Description
Ⅳ. Empirical Results
Ⅴ. Conclusion
References
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