An Empirical Research of the Influence of RMB and TWD Exchange Rate on Asian Stock Markets after the Financial Crisis
碩士 === 嶺東科技大學 === 財務金融系碩士班 === 105 === This paper uses AR-GARCH model to analyze the spillovers effect on the return and risk of the equity markets of the major Asian countries by RMB and TWD exchange rate. The empirical stock market data studied includes Taiwan, Hong Kong, Singapore, Korea, Philipp...
| 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/bpxqcs |