Dynamic Correlation Between Real Exchange Rates and Stock Prices：GARCH-DCC Model Application
碩士 === 嶺東科技大學 === 財務金融系碩士班 === 104 === This paper explores the sources of the dynamic relationship between real exchange rates and stock return differentials in relation to the US market for the market of Taiwan, China, South Korea, Thailand, Singapore and Indonesia. We based Moore and Wang (2014),...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2016
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| Online Access: | http://ndltd.ncl.edu.tw/handle/xc3729 |