The Relationship between Stock Index Return and Exchange Rate over a Financial Crisis,An Application of Quantile Regression
碩士 === 中華大學 === 國際經營管理碩士學位學程 === 104 === This thesis uses quantile regression model to estimate the relationship between stock price index return and exchange rate in nine Asian countries during the period of November 2005 to October 2015. The results show that changes in stock prices have a signifi...
| Main Authors: | , |
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| Format: | Others |
| Language: | en_US |
| Published: |
2016
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| Online Access: | http://ndltd.ncl.edu.tw/handle/83844879203459368295 |