文化大學機構典藏 CCUR:Item 987654321/24237
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    jsp.display-item.identifier=請使用永久網址來引用或連結此文件: https://irlib.pccu.edu.tw/handle/987654321/24237


    题名: Computing regression quantiles to analysis the relationship between market behavior and political risk
    作者: Wang, YH (Wang, Yi-Hsien)
    Hung, JC (Hung, Jui-Cheng)
    Lee, YH (Lee, Yen-Hsien)
    Chuang, CC (Chuang, Chung-Chu)
    贡献者: Dept Banking & Finance
    关键词: Parliament effects
    politics-economy
    market behavior
    Quantile regression
    日期: 2012-06
    上传时间: 2013-02-21 10:47:12 (UTC+8)
    摘要: The modern tendency of Japanese politics-economy interaction has affected emerging countries. This article examines the influence of the House of Representatives sessions on returns to Nikkei 225. The conventional linear regression can only describe the impact of averages on returns, but cannot completely present all the possible relationships between the two. In order to avoid the restrictions of the above mentioned method, this article performs quantile regression to analyze the influence of the House of Representatives sessions on the returns of Nikkei 225. Meanwhile, quantile regression provides a more complete description of analysis on relationships between stock market behavior and parliament effects.
    關聯: QUALITY & QUANTITY 卷: 46 期: 4 頁數: 1047-1055
    显示于类别:[財務金融學系 ] 期刊論文

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