The Study of Foreign Investments in Taiwan’s Stock and Foreign Exchange Markets
碩士 === 國立高雄第一科技大學 === 金融營運所 === 95 === This paper investigates the relationship among foreign investors, stock market and foreign exchange market in Taiwan. Applying the VAR-BEKK model with Generalized Error Distribution, this study analyzes foreign investments in stock and foreign exchange markets...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/84932482350140910543 |