The Analysis of Lead-lag Relationship and Volatility Transmission Effect between Dry-bulk and Container Freight Index
博士 === 國立臺灣海洋大學 === 航運管理學系 === 101 === This study investigates the return lead-lag and volatility transmission between dry bulk shipping and container shipping freight markets over the period before, during and after the 2008 financial tsunami. Both cointegration analysis and the Granger causality t...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/85346270045828679414 |