The Transmission Mechanism of Return and Risk from RMB exchange rate and China Stock Market to Taiwan Stock Market
碩士 === 嶺東科技大學 === 財務金融系碩士班 === 104 === The study adopted GARCH model to investigate the return and risk transmission effect of RMB Exchange Rate and China Stock Market to Taiwan Stock Market, in the period of in the beginning of 2010 to February of 2016. The empirical results indicate the return of...
| 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/35928113760089241101 |