The Dynamic Linkage of Taiwan and US Stock Markets
碩士 === 國立交通大學 === 管理科學系所 === 96 === This paper investigates the impact from the US on Taiwan stock market and the dynamic correlation between these two markets. Dow Jones, Nasdaq, S&P 500 and TAIEX daily data from 1995/7/19 to 2007/12/31 are used for analysis. We use the two-step estimation of G...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2008
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/93828661825813748493 |