The Effects of US Sub-Prime Mortgage Crisis on the Return of Mutual Funds in Taiwan
碩士 === 朝陽科技大學 === 財務金融系碩士班 === 96 === This research was carried out by using return to discuss the effects of US sub-prime mortgage crisis on the performance of mutual funds in Taiwan. According to the different investment region, the domestic mutual funds have been divided into 9 kinds of investmen...
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ndltd-TW-096CYUT53040542015-11-27T04:04:14Z http://ndltd.ncl.edu.tw/handle/77140434529429958300 The Effects of US Sub-Prime Mortgage Crisis on the Return of Mutual Funds in Taiwan 美國次級房貸危機對共同基金報酬率之影響 Meng-Hui Chang 張孟惠 碩士 朝陽科技大學 財務金融系碩士班 96 This research was carried out by using return to discuss the effects of US sub-prime mortgage crisis on the performance of mutual funds in Taiwan. According to the different investment region, the domestic mutual funds have been divided into 9 kinds of investment types: Equity Asia Pacific, Equity Global, Equity Emerging Markets Global, REIT, MBS, Equity Taiwan, Equity America, Equity Japan. In addition, comparing the return before and after the crisis, the results showed that not all the mutual funds deeply affected by US sub- prime mortgage crisis. By using market model to examine whether these mutual funds have abnormal returns after US sub- prime mortgage crisis, and whether the coefficients of market model, i.e. the beta’s, vary with the crisis or not. Ming-Chin Lin 林鳴琴 2008 學位論文 ; thesis 55 zh-TW |
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碩士 === 朝陽科技大學 === 財務金融系碩士班 === 96 === This research was carried out by using return to discuss the effects of US sub-prime mortgage crisis on the performance of mutual funds in Taiwan. According to the different investment region, the domestic mutual funds have been divided into 9 kinds of investment types: Equity Asia Pacific, Equity Global, Equity Emerging Markets Global, REIT, MBS, Equity Taiwan, Equity America, Equity Japan. In addition, comparing the return before and after the crisis, the results showed that not all the mutual funds deeply affected by US sub- prime mortgage crisis. By using market model to examine whether these mutual funds have abnormal returns after US sub- prime mortgage crisis, and whether the coefficients of market model, i.e. the beta’s, vary with the crisis or not.
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author2 |
Ming-Chin Lin |
author_facet |
Ming-Chin Lin Meng-Hui Chang 張孟惠 |
author |
Meng-Hui Chang 張孟惠 |
spellingShingle |
Meng-Hui Chang 張孟惠 The Effects of US Sub-Prime Mortgage Crisis on the Return of Mutual Funds in Taiwan |
author_sort |
Meng-Hui Chang |
title |
The Effects of US Sub-Prime Mortgage Crisis on the Return of Mutual Funds in Taiwan |
title_short |
The Effects of US Sub-Prime Mortgage Crisis on the Return of Mutual Funds in Taiwan |
title_full |
The Effects of US Sub-Prime Mortgage Crisis on the Return of Mutual Funds in Taiwan |
title_fullStr |
The Effects of US Sub-Prime Mortgage Crisis on the Return of Mutual Funds in Taiwan |
title_full_unstemmed |
The Effects of US Sub-Prime Mortgage Crisis on the Return of Mutual Funds in Taiwan |
title_sort |
effects of us sub-prime mortgage crisis on the return of mutual funds in taiwan |
publishDate |
2008 |
url |
http://ndltd.ncl.edu.tw/handle/77140434529429958300 |
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