The Impact Of The Sub-Prime Financial Crisis On Stock Index Returns For High And Low Risk Countries
碩士 === 華夏技術學院 === 資產與物業管理研究所 === 98 === Based on the research structure of Longstaff (2008) VAR , this study attempted to discuss the impact of the ABX sub-prime mortgage index on North American CDS (Credit Risk) indexes and the impact of the North AmericanCDS indexes on the contagion effect of the...
| 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/53487035066134232288 |