Measuring Risk on Financial Interdependence

碩士 === 國立臺灣大學 === 財務金融學研究所 === 99 === Financial crisis seems to come more regularly in recent years. A prominent phenomenon is the spillover effect shown in the time of crisis. Many researchers begin to find a simple measure to characterize the risk of dependence in financial market. In this study,...

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Bibliographic Details
Main Authors: Shih-Kang Chao, 趙士綱
Other Authors: Yaw-Juei Wang
Format: Others
Language:en_US
Published: 2011
Online Access:http://ndltd.ncl.edu.tw/handle/50504246241679028494