Dynamic Regional and World Spillover Effects in European Emerging Equity Markets
博士 === 國立暨南國際大學 === 國際企業學系 === 98 === This study investigates the impact of economic growth and exchange rate on the degrees of financial integration and volatility spillover effect by controlling the variable of trade. The empirical structure follows a multifactor model estimated in three stages an...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | en_US |
Published: |
2010
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Online Access: | http://ndltd.ncl.edu.tw/handle/07769824207581556088 |