Extreme behavior and VaR of Short-term interest rate of Taiwan
博士 === 國立中山大學 === 財務管理學系研究所 === 96 === The current study empirically analyzes the extreme behavior and the impact of deregulation policies as well as financial turmoil on the extreme behavior of changes of Taiwan short term interest rate. A better knowledge of short-term interest rate properties, su...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2008
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/97wdpz |