A Study of the Effects of Asymmetric VolatilityTransmission across European, the US andTaiwanese Stock Markets during the FinancialCrises
碩士 === 嶺東科技大學 === 財務金融研究所 === 100 === The GJR- GARCH Model is employed in this paper to investigate how the European and the US stock markets asymmetrically affected Taiwanese stock market during the financial crises. The data were collected from four countries, including Taiwan, the US,Italy, and S...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/463m99 |