The Impact of Financial Crisis on the Dynamic Relationship between Taiwan Stock and Bond Markets
碩士 === 國立臺北大學 === 國際財務金融碩士在職專班 === 98 === This study examines the dynamic relationship between Taiwan stock and bond markets before and after the financial crisis in 2007. We employ volatility, return and liquidity datum of both stock and bond markets and analyze them by using Unit Root test, Johens...
| 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/06266772593007850385 |