Analysis of Short-Term Rate in Taiwan- Multivariate GARCH Model
碩士 === 銘傳大學 === 財務金融學系碩士在職專班 === 98 === Short-Term Rate is a key role in the place of monetary policy. Moreover, new financial products developed rapidly, the short-term rate is also very important toward varies asset pricing models. This research is based on basic liquidity effect theory for empi...
| 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/44042334768048098581 |