The Study of the Dynamics among Exchange Market Pressure, Stock Market and Money Market: The Case of Chinese Market
碩士 === 東海大學 === 財務金融學系 === 104 === This paper takes financial market in China as its study object. By adopting DCC-GARCH Model, we analyse the foreign exchange market, stock market and money market to observe if dynamics of inter-market return and volatility transmission mechanism exist. Compared to...
| 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/d3ngkt |