The Spillover of Risk and Return Between Bank Holding Companies and Commercial Banks in Taiwan
碩士 === 國立中央大學 === 產業經濟研究所 === 98 === This paper examines the spillover effect of unsystematic risk and return between financial holding companies and commercial banks in Taiwan. This paper uses the bivariate GARCH methodology to examine the relationship between financial holding companies and commer...
| 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/40665418250663110847 |