A Study on the Dynamic Linkage among Stock, Futures and Foreign Exchange Markets in Taiwan, U.S. and Japan: An Application of Multivariate Error Correction GJR GARCH-M with Constant Representation Model
碩士 === 國立臺北大學 === 合作經濟學系 === 92 === The views by past scholar for futures and foreign exchanges which affected stock markets have some controversy. There is no consensus because those researches haven’t simultaneously incorporated the information about futures and exchange rate, however, to compare...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/00792030532506259179 |