Applying GARCH-M Model to Study the Transmission Effect of TAIEX Remuneration on Taiwan Financial Holding Bank's Risk
碩士 === 嶺東科技大學 === 財務金融系碩士班 === 107 === This paper applies the GARCH-M model to explore the transmission effect of Taiwan's weighted stock price index on the reward risk premium of Taiwan-listed financial control banks. The empirical results show that the bank with ARCH effect in the stock price...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2019
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| Online Access: | http://ndltd.ncl.edu.tw/handle/rh7g4x |