The Effects of Monetary Policy Shock on the Volatility of Stock Price Return and on the Volatility of Exchange Rate Return

碩士 === 淡江大學 === 財務金融學系 === 86 === This study empirically investigates the extent to which a shift of the stance of monetary policy affect asset market volatilities,such as stock and foreign exchange markets using Taiwan''s data from 1980:01...

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Bibliographic Details
Main Authors: Shau, Jiin-Charng, 許錦長
Other Authors: Dr.Shu-Chin Lin
Format: Others
Language:zh-TW
Published: 1998
Online Access:http://ndltd.ncl.edu.tw/handle/48512972114474671876