The Effects of Financial Indicators on Stock Returns: The Comparisons between Developed and Developing Markets

The Effects of Financial Indicators on Stock Returns: The Comparisons between Developed and Developing Markets

碩士 === 東海大學 === 財務金融學系碩士在職專班 === 104 === This research investigates whether there exist crisis contagion and spillover effects in the stock market of Developed countries (United States, Japan, Germany) and Developing Countries (Brazil, China, Russia). Research period was from march 3, 2008 to Octobe...

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Main Authors: Lin Shien-Chih, 林憲志
Other Authors: Wang Kai-Li
Format: Others
Language:zh-TW
Published: 2016
Online Access:http://ndltd.ncl.edu.tw/handle/r72np7
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spelling ndltd-TW-103THU013040132019-05-15T22:34:18Z http://ndltd.ncl.edu.tw/handle/r72np7 The Effects of Financial Indicators on Stock Returns: The Comparisons between Developed and Developing Markets 金融指標對股價報酬影響之研究: 以已開發與開發中市場為比較對象 Lin Shien-Chih 林憲志 碩士 東海大學 財務金融學系碩士在職專班 104 This research investigates whether there exist crisis contagion and spillover effects in the stock market of Developed countries (United States, Japan, Germany) and Developing Countries (Brazil, China, Russia). Research period was from march 3, 2008 to October 31, 2014, This paper take the GARCH model. focuses on the return of the stock market and the effects of volatility which is from VIX index、TED Spread、CDS、US10Y、USI。 In addition to the GARCH model to investigate the compensation of fluctuations and information transmission fluctuations, due to the pass-through effect do a more realistic description of the analysis, especially use Financial Tsunami . Wang Kai-Li 王凱立 2016 學位論文 ; thesis 53 zh-TW
collection NDLTD
language zh-TW
format Others
sources NDLTD
description 碩士 === 東海大學 === 財務金融學系碩士在職專班 === 104 === This research investigates whether there exist crisis contagion and spillover effects in the stock market of Developed countries (United States, Japan, Germany) and Developing Countries (Brazil, China, Russia). Research period was from march 3, 2008 to October 31, 2014, This paper take the GARCH model. focuses on the return of the stock market and the effects of volatility which is from VIX index、TED Spread、CDS、US10Y、USI。 In addition to the GARCH model to investigate the compensation of fluctuations and information transmission fluctuations, due to the pass-through effect do a more realistic description of the analysis, especially use Financial Tsunami .
author2 Wang Kai-Li
author_facet Wang Kai-Li
Lin Shien-Chih
林憲志
author Lin Shien-Chih
林憲志
spellingShingle Lin Shien-Chih
林憲志
The Effects of Financial Indicators on Stock Returns: The Comparisons between Developed and Developing Markets
author_sort Lin Shien-Chih
title The Effects of Financial Indicators on Stock Returns: The Comparisons between Developed and Developing Markets
title_short The Effects of Financial Indicators on Stock Returns: The Comparisons between Developed and Developing Markets
title_full The Effects of Financial Indicators on Stock Returns: The Comparisons between Developed and Developing Markets
title_fullStr The Effects of Financial Indicators on Stock Returns: The Comparisons between Developed and Developing Markets
title_full_unstemmed The Effects of Financial Indicators on Stock Returns: The Comparisons between Developed and Developing Markets
title_sort effects of financial indicators on stock returns: the comparisons between developed and developing markets
publishDate 2016
url http://ndltd.ncl.edu.tw/handle/r72np7
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