The Characteristic of Convertible Bond in Reset Period
碩士 === 國立高雄第一科技大學 === 財務管理研究所 === 99 === This study employs Vector Autoregressive Model (VAR) to examine the causality relationship between convertible bond and stocks in the periods of conversion-price reset and general non-reset. Logistic regression was applied to analyze the effect of causality r...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/47142518828134667306 |