Return and Risk Transmission Effect from Japan Stock Market and Japanese Yen 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 Japan Stock Market and Japanese Yen Exchange Rate to Taiwan Stock Market, in the period of 2010 to 2016. The amount of data is 1422 from the Taiwan Economic Journal Database...
| 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/98301052968539920485 |