Stock Market Volatility and Macroeconomic Volatility: Evidence in Japan

碩士 === 世新大學 === 財務金融學研究所(含碩專班) === 97 === The purpose of this paper is to analyze the relationship between stock market volatility and the 18 well known macroeconomic volatilities in Japan. The research period is from September, 1998 to December, 2008. I collect and apply the monthly data to the des...

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Bibliographic Details
Main Authors: Chen Ching Yi, 陳靜儀
Other Authors: Yuan-Lin Hsu
Format: Others
Language:zh-TW
Published: 2009
Online Access:http://ndltd.ncl.edu.tw/handle/46879347420309160260