Return and Risk Transmission Effect from EURO Dollar and Pound Exchange Rate to Taiwan Stock Market
碩士 === 嶺東科技大學 === 財務金融系碩士班 === 104 === The study adopted GARCH model to investigate the return and risk transmission effect of EURO Dollar and Pound Exchange Rate to Taiwan Stock Market, in the period of 2010 to 2016. The empirical results indicate the return of EURO Dollar and Pound Exchange Rate i...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2016
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| Online Access: | http://ndltd.ncl.edu.tw/handle/33509312258796905627 |