The long term relationship between itraxx index and stock index
碩士 === 國立暨南國際大學 === 財務金融學系 === 96 === This paper examines the long-term relationships between iTraxx index and stock index. By using Engle-Granger test, we can find that there exist cointegration between iTraxx index and stock index in financial area, including Asia ex Japan, Europe and Australia. O...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/32161632137347451259 |