Macroeconomic Uncertainty,Correlations between Global Financial Markets, and Portfolio Strategies
碩士 === 國立臺灣科技大學 === 財務金融研究所 === 99 === Abstract This research exams how uncertainty in macroeconomic uncertainty measures relate to correlations between different financial markets regarding stocks and bonds. We use indices from MSCI and JP Morgan, and macroeconomic indicators from G7 and BRIC coun...
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| Format: | Others |
| Language: | en_US |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/77225734750002538072 |