The Impact of Subprime Crisis to the Asymmetric Contagion Among the stock markets of the U.S. and Asian Countries
碩士 === 淡江大學 === 財務金融學系碩士在職專班 === 98 === This thesis uses the Enders and Granger (1988) and Enders and Siklos (2001) asymmetric threshold co-integration model to investigate the variation of the long run asymmetric equilibrium relationships between the US and Asian stock markets caused by the subprim...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/77176789019330768297 |