The Study of the Relationship between U.S and Asian Pacific Stock Market Index around the Financial Tsunami

碩士 === 中原大學 === 企業管理研究所 === 98 === This study applies the VAR and EGARCH models to examine the causality between the U.S stock markets and various Asian Pacific Stock Indexes for the periods before and after the Financial Tsunami crisis. Empirical results indicate that the U.S. stock indexes lead th...

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Bibliographic Details
Main Authors: Yi-Chun Tseng, 曾奕鈞
Other Authors: Wei-Shan Hu
Format: Others
Language:zh-TW
Published: 2010
Online Access:http://ndltd.ncl.edu.tw/handle/du8j9j

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