The relationship between markets of stock and bonds with different maturities in Taiwan before and after the subprime mortgage crisis

碩士 === 國立中央大學 === 財務金融學系在職專班 === 101 === This study mainly focuses on the stock and bond markets in Taiwan. Before and after the financial crisis of American subprime mortgage in 2007, we examine the dynamic interaction and co-integration between Taiwan Weighted Stock Index and government bonds with...

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Bibliographic Details
Main Authors: Tzu-wei Lee, 李子薇
Other Authors: Yin-feng Gau
Format: Others
Language:zh-TW
Published: 2013
Online Access:http://ndltd.ncl.edu.tw/handle/63028876117898648065