A study on the return and volatility spillovers among American, European and Asian equity markets before and after the global financial crisis
碩士 === 世新大學 === 財務金融學研究所(含碩專班) === 99 === This study examines return and volatility spillovers across North American, European and Asian stock markets for the period of 4th January 2000 to 29th February 2010, and further observes whether the global financial crisis causes return and volatility spill...
| 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/20359997879842511880 |