The Impacts of Financial Stress Index on Stock Returns in Taiwan
碩士 === 大葉大學 === 管理學院碩士在職專班 === 102 === Five variables: Banking-sector Beta（BETA）,Stock Market Return (SMR), Stock Market Volatility (SMV), Sovereign Debt Spreads （EMBI）and Exchange Market Pressure Index（EMPI）, are applied in this study to organize Taiwan Financial Stress Index（TFSI）. In addition, V...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2014
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| Online Access: | http://ndltd.ncl.edu.tw/handle/94563528231998533566 |