The Effect of Exchange Rate Reform of RMB on Equity Return Volatility and Correlation in case of China and Pacific-Basin Stock Markets
碩士 === 國立臺北大學 === 國際企業研究所 === 99 === This study develops EGARCH model for the effect of exchange rate reform of RMB on equity return volatility and correlation in case of China and Pacific-Basin stock markets (Indonesia, Malaysia, Philippine, Thailand, Singapore, Korea, Hong Kong, Taiwan, New Zealan...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/93319859665342918042 |