The Spillover Effects of Subprime Mortgage Crisis : The case of Next Eleven Countries
碩士 === 龍華科技大學 === 商學與管理研究所 === 98 === This study applies Chan and Maheu(2002) ARJI model (Autoregressive Conditional Jump Intensity model) to investigate the impact of subprime mortgage crisis in U.S. on the stock markets of Next Eleven and provide references for investors when investing in the stoc...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/57981600856398197765 |