The Comovement and Volatility Effect of Major Natural Disasters on Asian Stock Markets

碩士 === 國立臺灣大學 === 國際企業學研究所 === 100 === This study discusses about natural disasters. We focus on the effects when a disastrous earthquake occurs in one country, it will cause a big shock on the securities market of others country. In order to examine the effect, we include the Pacific coast of T...

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Bibliographic Details
Main Authors: Zong-Han Wu, 吳宗翰
Other Authors: 陳思寬
Format: Others
Language:zh-TW
Published: 2012
Online Access:http://ndltd.ncl.edu.tw/handle/44248376812161162364