The Impact of Unanticipated Exchange Rate on Stock Return and Volatility

碩士 === 銘傳大學 === 金融研究所 === 87 === This paper examines the short-term phenomena in Taiwan stock market after the Asia financial crisis arose in 1997. The empirical studies focus on the impact of unanticipated exchange rate on stock return and volatility during the period of volatile exchange rate move...

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Bibliographic Details
Main Authors: Chen Chi-Sen, 陳其森
Other Authors: Chen Shen-Yuan
Format: Others
Language:zh-TW
Published: 1999
Online Access:http://ndltd.ncl.edu.tw/handle/27747167875911938848