Co-movements between China, US and Asian Stock Markets under US-China Trade War from Aggregate and Sectoral Perspective: An Approach of STC-GARCH Model
碩士 === 國立臺北大學 === 國際企業研究所 === 107 === This paper investigates STC-GARCH model for the impact of US-China trade war on the correlations between China and the US and Asian countries (Taiwan, Indonesia, Malaysia, Singapore, Thailand and Vietnam), including market level (CSI300, S&P500, TAIEX, J...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2019
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| Online Access: | http://ndltd.ncl.edu.tw/handle/mtnq64 |