An Empirical Study on the Common Volatility and Volatility Spillovers among Taiwan,Hong-Kong and Mainland China Stock Markets : The Moderating Effects of Foreign Capital and Exchange Rates

碩士 === 國立臺北大學 === 國際企業研究所 === 96 === The financial system of the Taiwan stock market has integrated fast with other countries in recent years. This is also enlarges the high linkages effects between Taiwan and other international financial markets. Since Taiwan, Mainland China and Hong Kong are loca...

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Bibliographic Details
Main Authors: Wu, Yi-Chen, 吳宜珍
Other Authors: LIU, HSIANG-HSI
Format: Others
Language:zh-TW
Published: 2008
Online Access:http://ndltd.ncl.edu.tw/handle/30853677954742319154