The relationship between TAIEX and NTD/USD in extreme events on CoVaR model
碩士 === 國立政治大學 === 金融研究所 === 100
Main Author: | 曹君龍 |
---|---|
Other Authors: | 陳威光 |
Format: | Others |
Language: | zh-TW |
Online Access: | http://ndltd.ncl.edu.tw/handle/00709866757097912402 |
Similar Items
-
極端事件下台灣股匯市之關聯性— CoVaR應用
by: 曹君龍 -
Contagion effect on the asian stock markets under extreme events -CoVaR Model
by: 林楙然 -
Monte Carlo Simulation on CoVaR
by: Hao-Hsiang Chang, et al.
Published: (2018) -
An Application of CoVaR on Asset Allocation
by: 藍婉如 -
Estimating the CoVaR for Korean Banking Industry
by: Choi, Pil sun, et al.
Published: (2010-09-01)