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標題: | 越南經濟與股市-金融風暴前後之比較 Vietnam’s Economy and Stock Market- A Comparison Before and After the Financial Crisis |
作者: | Thi-Mai Hoang 黃氏梅 |
指導教授: | 楊朝成(Chau-Chen, Yang) |
關鍵字: | 越南,經濟,股市,金融風暴,變數, Vietnam,economy,stock market,financial crisis,macroeconomic variables, |
出版年 : | 2010 |
學位: | 碩士 |
摘要: | 2008年金融風暴影響全球經濟體系,越南股市可說是其中受影響最深的國家之一。本研究主要探討越南經濟與股市在金融風暴前後的狀況並試圖利用多元回歸模型找出在金融風暴前後各經濟變數如利率、工業生産指數、出口成長指數、消費者指數以及匯率與股市走勢的關係。研究結果發現:在金融風暴前,消費者物價指數和匯率與股市的走勢呈高度正相關,利率與股市指數呈負相關,其他經濟變數如工業生産指數、出口指數對股市指數較無顯著影響。在金融風暴後,只有利率與股市指數呈負相關,其它經濟變數均對股市走勢無顯著性的影響。 同樣的研究方法也用來分析其它三個市場:台灣、中國、泰國。經分析後發現:在不同市場、不同時期,總體經濟變數對股市走勢有不同的影響。 Vietnam stock market is one of the most affected markets around the world during the global financial crisis 2008. This thesis focuses mainly on the Vietnam’s economy and its stock market before and after the financial crisis. In addition, this thesis identifies the relationship between macroeconomic variables such as interest rate, industrial production index, export growth index, consumer price index, exchange rate and the stock market index within the time frame of the financial crisis. The results showed that in the period before the crisis, Vietnam’s stock market index had a positive relationship with consumer price index, exchange rate, and a negative correlation with the interest rate, while other variables such as industrial production and export were not significantly related with the stock price. In the later period, only exchange rate formed a positive relationship with the stock market index, whereas the linkage between other 4 variables and stock market were not significant. Besides, by doing a comparison with 3 markets include Taiwan, China, and Thailand, the study found that the relationships between macroeconomic variables and stock market index were not the same in different countries and in different periods. |
URI: | http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/44797 |
全文授權: | 有償授權 |
顯示於系所單位: | 財務金融學系 |
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