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: | Yung-Che Chen, 陳永哲 |
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Other Authors: | 管中閔 |
Format: | Others |
Language: | zh-TW |
Published: |
2017
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Online Access: | http://ndltd.ncl.edu.tw/handle/7czj8e |
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