An Empirical Study of Two-Factor CAPM on Banks under Taiwan’s Financial Holding Companies – Application of Three-State Markov Regime Switching Model

碩士 === 國立中山大學 === 企業管理學系研究所 === 104 === Taiwan Financial Holdings from 2010 began to set up branches in mainland China and offer CNY services in 2012. After opening of Cross-Straits banking, we can not help but worry about the risk Taiwan Financial Holdings face. In 2013, FSC began to implement Base...

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Bibliographic Details
Main Authors: Yi-Ching Kuo, 郭諭慶
Other Authors: Chau-Jung Kuo
Format: Others
Language:zh-TW
Published: 2016
Online Access:http://ndltd.ncl.edu.tw/handle/22bgv9