What Drives Stock Market Returns?An Empirical Evidence from Panel Smooth Transition Regression Model

博士 === 淡江大學 === 財務金融學系博士班 === 102 === In recent years, oil price volatility, global financial crises and America''s Quantitative Easing Monetary Policy have been affecting the global economy. Hence, stock market returns should be affected based on different investment risks. For th...

Full description

Bibliographic Details
Main Authors: Hsueh-Chu Yao, 姚學竹
Other Authors: 聶建中
Format: Others
Language:en_US
Published: 2014
Online Access:http://ndltd.ncl.edu.tw/handle/6ewvg8