Multi-Factor Analysis of Co-movement of MSCI Taiwan Index

碩士 === 國立臺灣大學 === 經濟學研究所 === 101 === The main purpose of this study is to focus on the correlations of MSCI Taiwan gross return index with certain international stock indexes (i.e. Brazil, Russia, India, China, or “BRIC”, and U.S.) and pre-defined factors. The type of factors under the scope of this...

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Bibliographic Details
Main Authors: Yen-Jen Chen, 陳彥禎
Other Authors: 林建甫
Format: Others
Language:zh-TW
Published: 2012
Online Access:http://ndltd.ncl.edu.tw/handle/32052343078496982319