Dynamic linkage between stock and exchange rate
碩士 === 國立高雄應用科技大學 === 金融系金融資訊碩士班 === 103 === This paper explores the sources of the dynamic relationship between stock return differentials and real exchange rate in nineteen countries over the period 1997-2013. The dynamic conditional correlation (DCC) of the two series, first, are derived and then...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2015
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| Online Access: | http://ndltd.ncl.edu.tw/handle/8tg3xp |