A Study on the Asymmetry of the Volatility in Taiwan Stock MarketWhen Macroeconomic New is Announced
碩士 === 國立雲林科技大學 === 財務金融系碩士班 === 94 === This article mainly discusses Taiwan security market volatility asymmetric effect when macroeconomic new is announced. It adopts Unemployment Rate and Producer Price Index from every months to examine the eighteen indexes volatility effect. From 1995/1/1 to 20...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/82078753069366921160 |