Spillovers of Stock Return and Volatility -- Empirical study from Industrial Indexes
碩士 === 國立中興大學 === 財務金融系所 === 94 === In the first part of this paper, we investigate the spillover effects of returns and fluctuations between the US and Asian countries, and between Japan and other Asian countries from the perspective of industrial index. Next, utilizing the conditional dynamic corr...
| 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/05010250442403619782 |