The Influence of Exchange Rate and Oil Price Volatilities on the Returns of Major East Asian Stock Markets
碩士 === 國立高雄大學 === 應用經濟學系碩士班 === 101 === This thesis is based on the regression model of Hansan and Ratti (2012), and Chaker, Nguyen and Nieh (2012). The most difference of our anallylsis from Hansan and Ratti, and Chaker et al. is the setup in GARCH’s mean and variance equations. Especially, we add...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/29265097163596751247 |