An empirical study of return andvolatility transmissions of ADRs
碩士 === 國立中央大學 === 財務金融研究所 === 90 === This thesis explores the ADRs in Taiwan and Japan and examines their return and volatility transmission dynamics with vector autoregressive (VAR) and vector error correction (VEC) models. We find some major differences between Taiwanese and Japanese ADRs Furtherm...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2002
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| Online Access: | http://ndltd.ncl.edu.tw/handle/01998473324513810118 |