The Impact of the Foreign Investment on the Voatility of the Stock and Futures Markets
碩士 === 國立臺北大學 === 合作經濟學系 === 91 === The purpose of this paper is to investigate the impact of foreign investment on the volatility of the stock markets and futures markets. This study performed by utilizing VECM-VS-GARCH-X model. The main empirical results are as follows:...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2003
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| Online Access: | http://ndltd.ncl.edu.tw/handle/11741200074962957193 |