Understanding the Liquidity Connectedness in Global Stock Markets
碩士 === 國立中央大學 === 經濟學系 === 104 === Based on the generalized vector autoregressive framework in which forecast error variance decompositions are invariant to variable ordering, we provide both static (full-sample) and dynamic (rolling-sample) analyses for the liquidity connectedness in 12 developed a...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2016
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| Online Access: | http://ndltd.ncl.edu.tw/handle/42992826989027448999 |