The Dynamic Linkage among U.S. Stock, Taiwan Stock and Bond Markets
碩士 === 淡江大學 === 國際貿易學系 === 90 === The paper development multivariate Error Correction GJR GARCH-M with Threshold Conditional Correlation Model to examine the return and volatility transmission among U.S. Stock, Taiwan Stock and Taiwan Bond Markets, as well as the investigation of error corrections,...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2002
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| Online Access: | http://ndltd.ncl.edu.tw/handle/38470191708544930242 |