The Effect of Volatility Index on Stock Markets:Evidence for Taiwan,Japan and Korea

碩士 === 東海大學 === 財務金融學系碩士在職專班 === 102 === This thesis aims to explore how stock markets of Taiwan, Japan, and South Korea are influenced by international financial indices, including the volatility index, the exchange rate, the S&P 500 index, and the 10-year U.S. treasury yield. In addition, an i...

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Bibliographic Details
Main Authors: Pao-Chun Lu, 盧寶春
Other Authors: Kai-Li Wang
Format: Others
Language:zh-TW
Published: 2014
Online Access:http://ndltd.ncl.edu.tw/handle/44b2rj