An Empirical Study on the Correlation between U.S and Taiwan Stock Returns
碩士 === 國立雲林科技大學 === 財務金融系碩士班 === 100 === In this study, the five indexes of TWS、OTC、 DOWJONS、S&P500、NASDAQ the sample is from January 1, 2000 to December 31, 2010, and it is divided into pre Lehman and post Lehman sub prriods. Via VAR, the empirical analysis obtained the following conclusion：h...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2012
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/46224572257573055199 |