The Impact of Currency Depreciation on Taiwan Stock Market:Application of Bivariate GARCH-M Model
碩士 === 嶺東技術學院 === 財務金融研究所 === 93 === This paper will study the impact of currency depreciation on Taiwan stock market, after the Asian financial crisis, from January 1999 to December 2004. Empirical analyses tell us, the affects of currency depreciation in Taiwan stock return process we can const...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2005
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| Online Access: | http://ndltd.ncl.edu.tw/handle/68492106158009860777 |