Spillover Effect in Global Equity Markets-Spillover Index Approach
博士 === 中國文化大學 === 國際企業管理學系 === 101 === This study empirically examines the spillover effect in global equity markets. The spillover index approach proposed by Diebold and Yilmaz (2010, 2012) is used to measure the degree of spillover among general stock markets or financial markets in America, Europ...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/19506437409906417042 |