A Study of Relationship between the Market Risk and Cat Bonds
碩士 === 國立交通大學 === 財務金融研究所 === 103 === This paper shows that catastrophe bond index return correlate significantly with both stock market and bond market. Hence, we use OLS regressions and the data between 2002 and 2014 to test the beta coefficients. The empirical results show catastrophe bond has si...
| 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/08169786946440741789 |