The GJR-GARCH Model Measures the RMB or New Taiwan Dollar Exchange Rate Volatility on the Asymmetric influence of Stock Return in Taiwan Life Insurance Industry
碩士 === 嶺東科技大學 === 高階主管企管碩士在職專班 === 105 === This research focused on using GJR-GARCH Model in order to evaluate the Pass Effect of the Volatility of RMB exchange rate and NTD exchange rate toward the compensations and risks of Taiwan’s listed life insurance stock spot market from Jan 1st, 2010 to Apr...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2017
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| Online Access: | http://ndltd.ncl.edu.tw/handle/6t9u7r |