Dependence Structure Between Equity Market and Foreign Exchange Market－Copula Function Approach
碩士 === 輔仁大學 === 金融研究所 === 98 === This thesis empirically tests the dependence structure between equity market and foreign exchange market using the data of seven emerging countries – Taiwan, South Korea, Singapore, Malaysia, Thailand and Philippines and four developed countries – USA, Japan, UK and...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/04741263384606802557 |