The long-term and short-term transmission effect of Investor’s fear : evidence from VIX、VSTOXX、NKVI and VKOSPI
碩士 === 淡江大學 === 財務金融學系碩士在職專班 === 104 === This thesis utilized the co-integration test to investigate whether long-run equilibrium relationships between volatility index in U.S and the volatility indexes in other countries (such as Europe, Japan, and South Korea, ) from Jan 1, 2003 to Sep 30, 2015. W...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2016
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| Online Access: | http://ndltd.ncl.edu.tw/handle/55vmck |