Construct the risk of Taiwan credit system

碩士 === 國立東華大學 === 應用數學系 === 101 === Systemic risk is market risk. This risk by diversification of investments can’t be offset or eliminate, We construct a credit risk index to measure Taiwan’s economy. We collect the data from Taiwan Economic Journal, the ARMOS database and GDBAS. We assess the defa...

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Bibliographic Details
Main Authors: TAY-WEY LEE, 李泰衛
Other Authors: Chih-Kang Chu
Format: Others
Published: 2013
Online Access:http://ndltd.ncl.edu.tw/handle/40690282914666853862