A Study of the Effect of the Exchange Rate Volatility on the Stock Return of Electronic Industry in Taiwan - Approach by Panel Smooth Transition Regression Model
碩士 === 淡江大學 === 財務金融學系碩士班 === 101 === This study adopts the empirical model of Gonza''lez, Terasvirta and van Dijk (2004, 2005) to verify whether the panel smooth transition effect exists in the exchange rate variable. This research uses regression model to analyze the nonlinear im...
| 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/dpet9m |