Three empirical essays on financial markets
博士 === 國立政治大學 === 國際經營與貿易研究所 === 99 === This thesis consists of three empirical essays about financial markets. The first essay analyzes the sensitivity of stock returns to changes in interest rates by estimating empirical equity duration of 18 industrial indices in the Taiwan Stock Exchange. In the...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/47258706919306217845 |