A Research on Information Transmission Mechanism of International Stock Markets in the United States, Japan and Taiwan.

碩士 === 國立臺北大學 === 企業管理學系 === 91 === This study provides insight into the nature and degree of interaction of stock markets of the United States, Japan and Taiwan. And the transmission mechanism of price and volatility spillovers across the above-mentioned stock markets is investigated. The asymmetri...

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Bibliographic Details
Main Authors: YANG, YU-HSUAN, 楊育軒
Other Authors: GOO, YEONG-JIA
Format: Others
Language:zh-TW
Published: 2003
Online Access:http://ndltd.ncl.edu.tw/handle/43821118899785097070