Transmission of Equity and Bond Returns and Volatility in Emerging and Developed Markets
碩士 === 世新大學 === 財務金融學研究所(含碩專班) === 99 === This paper is employed multivariate threshold GARCH models with student-t distribution to examine the transmission of equity and bond returns and volatility among China, India, the United Kingdom and the United States, and investigates if spillover effects e...
| 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/96285067238993718373 |