Discussion on the Dynamic Correlation Between Taiwan and US Bond Markets and the Spread Trading Strategy Based on Cointegration
碩士 === 國立臺灣科技大學 === 財務金融研究所 === 106 === Under the trend of globalization, the international financial market is more closely linked, while Taiwan’s monetary policy mostly follows the adjustment of the United States, which makes the trend of Taiwan bond market significantly affected by U.S. bond mark...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2018
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| Online Access: | http://ndltd.ncl.edu.tw/handle/y2pyq5 |