The Study of the Relationship between U.S and Asian Pacific Stock Market Index around the Financial Tsunami
碩士 === 中原大學 === 企業管理研究所 === 98 === This study applies the VAR and EGARCH models to examine the causality between the U.S stock markets and various Asian Pacific Stock Indexes for the periods before and after the Financial Tsunami crisis. Empirical results indicate that the U.S. stock indexes lead th...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/du8j9j |