Return and Risk Transmission Effect from US and EURO Dollar 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 US and EURO Dollar Exchange Rate to Taiwan Stock Market, in the period of 2010 to 2016. The empirical results indicate the return of US Dollar Exchange Rate influence the st...
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2016
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| Online Access: | http://ndltd.ncl.edu.tw/handle/63373246085378594664 |
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ndltd-TW-104LTC003040162017-05-14T04:31:55Z http://ndltd.ncl.edu.tw/handle/63373246085378594664 Return and Risk Transmission Effect from US and EURO Dollar Exchange Rate to Taiwan Stock Market 美元及歐元匯率波動對台灣股市 之報酬與風險傳遞效果之研究 Chang,Meng-Chu 張孟珠 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 US and EURO Dollar Exchange Rate to Taiwan Stock Market, in the period of 2010 to 2016. The empirical results indicate the return of US Dollar Exchange Rate influence the stock markets of Taiwan significantly. The wave of the stock markets of Taiwan is influenced by the both of unpredicted new and old news of US and EURO Dollar Exchange Rate. 歐益昌 2016 學位論文 ; thesis 33 zh-TW |
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NDLTD |
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zh-TW |
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Others
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NDLTD |
| description |
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 US and EURO Dollar Exchange Rate to Taiwan Stock Market, in the period of 2010 to 2016. The empirical results indicate the return of US Dollar Exchange Rate influence the stock markets of Taiwan significantly. The wave of the stock markets of Taiwan is influenced by the both of unpredicted new and old news of US and EURO Dollar Exchange Rate.
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| author2 |
歐益昌 |
| author_facet |
歐益昌 Chang,Meng-Chu 張孟珠 |
| author |
Chang,Meng-Chu 張孟珠 |
| spellingShingle |
Chang,Meng-Chu 張孟珠 Return and Risk Transmission Effect from US and EURO Dollar Exchange Rate to Taiwan Stock Market |
| author_sort |
Chang,Meng-Chu |
| title |
Return and Risk Transmission Effect from US and EURO Dollar Exchange Rate to Taiwan Stock Market |
| title_short |
Return and Risk Transmission Effect from US and EURO Dollar Exchange Rate to Taiwan Stock Market |
| title_full |
Return and Risk Transmission Effect from US and EURO Dollar Exchange Rate to Taiwan Stock Market |
| title_fullStr |
Return and Risk Transmission Effect from US and EURO Dollar Exchange Rate to Taiwan Stock Market |
| title_full_unstemmed |
Return and Risk Transmission Effect from US and EURO Dollar Exchange Rate to Taiwan Stock Market |
| title_sort |
return and risk transmission effect from us and euro dollar exchange rate to taiwan stock market |
| publishDate |
2016 |
| url |
http://ndltd.ncl.edu.tw/handle/63373246085378594664 |
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