An Empirical Study on the Impact of Market, Interest Rate, and Exchange Rate Volatility on Stock Returns of Financial Holding Companies: The Case of Taiwan
碩士 === 國立虎尾科技大學 === 財務金融系碩士班 === 104 === This study investigates the impact of market, interest rate, and exchange rate volatility on stock return of financial holding companies in Taiwan. Two estimation models-OLS and GARCH are adopted. Samples cover 14 security, insurance, and banking subsidiaries...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2016
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| Online Access: | http://ndltd.ncl.edu.tw/handle/ncv73k |