The Determinants of Stock Returns on CASSH Countries：The Application of Markov Switching Model
碩士 === 國立臺北商業技術學院 === 財務金融研究所 === 102 === In this paper, we employ a two regime Markov-Switching model to ex¬plore the dynamic relations between the stock returns, volatility and several economic variables for five CASSH countries (Canada, Australia, Singapore, Switzerland, Hong Kong) over the perio...
| 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/224ch4 |