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재정정책과 통화정책의 충격에 대한 한국 주식시장의 동태적 반응에 관한 연구

The Dynamics of Korean Stock Market in Response to Fiscal and Monetary Shocks Around Foreign Currency Crisis and Stock Market Opening.

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Abstract

This paper investigates the effectiveness of economic policy on the stock market in Korea around foreign currency crisis and stock market opening. For this purpose, the paper applied SUR technique to a set of monthly data over the period 1982.01 to 2004.1

Issue Date
2005-12-30
Publisher
한국개발연구원
Korea Development Institute
Language
ko
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