Using GARCH(1,1)-M Model to Examine the Relationship between Conditional Risk, Return and Industry Effect: Comparison of Taiwan, Mainland China and Hong Kong
碩士 === 輔仁大學 === 金融研究所 === 91 === The deregulation of Taiwan’s financial market is improved in decade, but the volatility of equity market in Taiwan is increasing. If the bank was insolvency, then the contagion effect will reveal between countries. Consequently, the contagion effect betwee...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2003
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| Online Access: | http://ndltd.ncl.edu.tw/handle/36270309448579734711 |