Co-movement of the Asian major markets, China and the U.S. stock returns during the financial crisis.
碩士 === 國立高雄第一科技大學 === 財務管理研究所 === 102 === This paper studies of the Co-movement of the Asian major market, China, and the U.S. stock returns by time-varying regression during the period from 1992 to 2013. Total 6,360 weekly data is adopted as the research source. The result shows that the U.S. marke...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2014
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| Online Access: | http://ndltd.ncl.edu.tw/handle/87382878701013582634 |