The Relationship between Interest rate and bank stock returns:Evidence from Taiwan''s banks
碩士 === 國立雲林科技大學 === 財務金融系碩士班 === 97 === Abstract The main purpose of this thesis is to investigate how both short-run and long-run interest rates on its volatility impact on excess returns or its volatility for large-size banks, medium-size and small-size banks in Taiwan from 2002 to 2008. Daily dat...
| 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/00763219321333504839 |