The Study on the stock index and ETF of Group of Six
碩士 === 銘傳大學 === 財務金融學系碩士在職專班 === 107 === The study selects two sets of data for the stock index and ETF to discuss and compare the connectedness of stock market returns in Group of Six. Using the spillover index of Diebold and Yilmaz (2009) and the frequency domain of Krehlik and Barunik (2017) to m...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2018
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| Online Access: | http://ndltd.ncl.edu.tw/handle/v4m354 |