The Interaction among Taiwan Stock Market, China Stock Market, and American Stock Market in Subprime Mortgage: An Analysis in a Trivariate GJR GARCH-X Framework
碩士 === 崑山科技大學 === 企業管理研究所 === 98 === Because the global stock markets were hardly shocked by the financial meltdown of subprime mortgage, the purpose of this research is the relationship of the stock markets in American, China and Taiwan. This study is based on American DJIA, S&P500 index, China...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/72846453013232994794 |