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...

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Bibliographic Details
Main Authors: Lee, Chih-Hui, 李志輝
Other Authors: CHEN, DAR-HSIN
Format: Others
Language:zh-TW
Published: 2011
Online Access:http://ndltd.ncl.edu.tw/handle/91574766796840952706