The Volatility Connectedness of Global Stock and Exchange Market
碩士 === 國立臺灣大學 === 經濟學研究所 === 105 === Applying the connectedness measurement proposed by Diebold and Yilmaz, we measure the weekly price volatility connectedness for 15 countries’ stock and exchange markets. The time horizon ranges from 2000-01-02 to 2016-12-03. Through static analysis, we conclude t...
| 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/7czj8e |