The Spillover Between US/NT Dollar Exchange Rate and Taiwan Stock Index
碩士 === 國立彰化師範大學 === 企業管理學系國際企業經營管理 === 101 === The objective of this study is to investigate the existence of volatility spillover effect between US dollar exchange rate and Taiwan Stock Exchange (TSE) stock index over the period from Jan. 4, 2000 to Nov. 30, 2011. A GJR-GARCH model is utilized to p...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/01894097594012158297 |