A Study of Asymmetrical Reaction in Financial Markets : Evidences from Seven Asia Countries Based on a GJR Model
碩士 === 朝陽科技大學 === 財務金融系碩士班 === 92 === The objective of this study is to investigate whether national foreign exchange markets and stock markets react to the news from international and region market asymmetrically. This study utilizes an asymmetric univariate GJR GARCH model and Granger causality te...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/98432122515865810386 |