| 摘要: | 美國國會自2008年10月4日，通過7000億美元的紓困方案，至本文所界定的研究時間2008年11月30日止，一個多月以來，台灣加權股價指數與美國道瓊工業平均指數的互移關聯情況，如何，經研究分析結果，認為美國道瓊工業指數，受台灣加權股價指數為自變數的影響甚大，而且共迴歸模式具有解釋能力，此一結果與一般人，對於台灣加權股價指數受美國道瓊工業平均指數影響的印象，非常不同。
On October 4, 2008, the American congress passed a 700 billions bailout planning for providing financial relief of America institutions. Till the end of this research, November 30, 2008, for over One month period, the co-movement between Taiwan weighted stock index and Dow Jones industrial average index is a serious issue for Taiwan government. This paper examines the co-movement of Taiwan and American stock index. The result shows that in this short period, Dow Jones industrial average index was influenced by Taiwan weighted stock index, quite different from the ordinary imagination that Taiwan weighted stock index was highly influenced by Dow Jones industrial average index. |
