The Effects of Monetary Policy Shock on the Volatility of Stock Price Return and on the Volatility of Exchange Rate Return
碩士 === 淡江大學 === 財務金融學系 === 86 === This study empirically investigates the extent to which a shift of the stance of monetary policy affect asset market volatilities,such as stock and foreign exchange markets using Taiwan''s data from 1980:01...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
1998
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Online Access: | http://ndltd.ncl.edu.tw/handle/48512972114474671876 |