A Varying Correlation Bivariate GARCH Applied to Influence of the Exchange Rate of RMB and EUR on Stock Market of Asian Tigers
碩士 === 嶺東科技大學 === 財務金融系碩士班 === 105 === Branson and Henderson proposed a Certificate Card Balance Theory in 1985, which indicated that the value of monetary assets will base on current value of the currency flow in the future. Currency depreciation and the remuneration and its future income from the...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2017
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| Online Access: | http://ndltd.ncl.edu.tw/handle/ya5y5w |