Determinants of Comovements in the Domestic Stock and Bond Markets
碩士 === 嶺東科技大學 === 財務金融研究所 === 94 === This study uses the multinomial logit model (MNLM) in which co-movements are categorized into four types, namely, (1) negative co-movements, (2) positive co-movements, (3) stock returns rise and bond yield fall, and (4) stock returns fall and bond yield rise, wit...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/62482677218711087553 |