An Analysis of the Relationship between Stock Returns and Market Risk, Interest Rate Risk, and Foreign Exchange Rate Risk in Taiwan
碩士 === 國立臺北大學 === 經濟學系 === 97 === The purpose of this study is to examine the relationship between stock returns and market risk, interest rate risk, and foreign exchange rate risk for a sample of 974 listed Taiwan stocks during the period of 1997 to 2008. The Generalized Autoregressive Conditional...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2009
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/88332259394334337588 |