The impulse, volatility spill over and contagion of the subprime mortgage crisis for returns of bond index in U.S., Japan, and Hong Kong
碩士 === 銘傳大學 === 財務金融學系碩士班 === 97 === This paper examine Treasury bond index between U.S. and Japan, and U.S. and Hong Kong after subprime mortgage crisis. Does these markets have impulse effect, volatility spill over effect, and contagion effect result from subprime mortgage crisis. According to dif...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/mh6sh6 |