Comovements of G4 equity and exchange rate markets vis-à-vis the US equity market

碩士 === 國立高雄大學 === 應用經濟學系碩士班 === 97 === Many empirical studies discuss the comovements of international financial markets with constant correlation hypothesis, but it is quite different from the real and observation. Correlation between international financial markets isn’t invariant over time, so Be...

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Bibliographic Details
Main Authors: Yu-Chieh Lin, 林裕傑
Other Authors: Ming-Jang Weng
Format: Others
Language:zh-TW
Published: 2009
Online Access:http://ndltd.ncl.edu.tw/handle/85094157732793401775