The Impact of the American Subprime Mortgage Crisis on the Correlation between the Stock and Foreign Exchange Markets in Taiwan
碩士 === 真理大學 === 管理科學研究所 === 97 === This study analyzes the interrelationship between the stock and FX markets in Taiwan by the daily data of stock prices index and NTD/US exchange rates. First, the sample period is split into three sub-periods by the Chow test: the American subprime mortgage crisis...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2009
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/10503496047772840006 |