Causal Relationship between Volatility on Real Estate Prices and Stock Prices in China-- Application of GARCH Model
碩士 === 國立臺北大學 === 企業管理學系 === 99 === Abstract There was a tremendous change of the exchange rate of the Renminbi (RMB) against USD. China’s currency, which for the previous decade had been tightly pegged at 8.28 yuan to the U.S. dollar, was revalued on July 21, 2005 to 8.11 per U.S. dollar. The reval...
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/91574766796840952706 |