An Impact of the European Oil Prices and the US Stock Market Returns’ Volatility on the Stock Markets of Asian Countries: An Application of the GARCH Model

碩士 === 嶺東科技大學 === 財務金融研究所 === 95 === International oil prices have been very volatile in recent years, and the US stock market has tremendous impact upon global stock markets. The volatilities of oil prices and US stock indices are influential to the psychology and operations of stock investors and...

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Bibliographic Details
Main Authors: Tien-Fu Wang, 王天福
Other Authors: Wann-Jyi Horng
Format: Others
Language:zh-TW
Published: 2007
Online Access:http://ndltd.ncl.edu.tw/handle/84739391720371576025