Volatility and correlation comparison in international stock and foreign exchange markets

碩士 === 國立高雄大學 === 應用經濟學系碩士班 === 98 === In the past empirical studies, there are different views about the impact of exchange rate changes for stock market returns, and some researchers claim that stock returns are significantly affected by exchange rate fluctuations, while others argue that exchange...

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Bibliographic Details
Main Authors: Wei-cheng Hsu, 徐偉城
Other Authors: none
Format: Others
Language:zh-TW
Published: 2010
Online Access:http://ndltd.ncl.edu.tw/handle/00294762734925079923