Volatility spillover among Taiwan, Europe and U.S.A. stock markets
碩士 === 中國文化大學 === 國際企業管理研究所 === 99 === In the era of globalization, information is reflected in the markets rapidly around the world. The impacts on the returns or volatility in one market have more influence on the others than ever. The volatility spillovers have been described as an astronomical p...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/61400820910793785337 |