Dynamic Causal Relationships between Stock Index and Mutual Fund during the Subprime Period
碩士 === 淡江大學 === 財務金融學系碩士在職專班 === 97 === The impacts of U.S. subprime mortgage crisis have spread around the world, hurt the global economy, and led to the collapse of stock markets and mutual funds. This study employed the Threshold Autoregressive Model, Threshold Error-Correction Model to investiga...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/70088487025884299360 |