A study on the correlations among the stock markets of United States, Japan, Hong Kong, and Taiwan

碩士 === 雲林科技大學 === 財務金融系碩士班 === 98 === Using daily return data from January 1, 2000 to December 31, 2009 for Dow Jones, Nikkei 225, Hang Seng, and Taiwan Weighted index, this paper explores correlations among them. The aim of this study is to compare the relationships among each stock market in the f...

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Bibliographic Details
Main Authors: Chun-hao Lin, 林俊豪
Other Authors: none
Format: Others
Language:zh-TW
Published: 2010
Online Access:http://ndltd.ncl.edu.tw/handle/59169335686969111507