The interdependence among the stock markets in Asia--by using financial and industrial stock indexes

碩士 === 實踐大學 === 企業管理研究所 === 87 === This research employed a vector autoregressive model (VAR) to test the inter-dependence among the stock markets in Asia before and after the Asia financial crisis in 1997. The previous researches used composite stock indexes to analyze the interdependence of stock...

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Bibliographic Details
Main Authors: Yu Chung Ping, 游仲萍
Other Authors: 方國榮
Format: Others
Language:zh-TW
Published: 1999
Online Access:http://ndltd.ncl.edu.tw/handle/53306504128341466214