The Risk Transfer of Exchange Rate Fluctuation on Taiwan-listed Financial Control Bank Stocks-Applying GARCH Model
碩士 === 嶺東科技大學 === 行銷與流通管理系碩士班 === 107 === This paper applies the GARCH model to explore the risk transfer analysis of the depreciation of the Taiwan dollar from January 2, 2013 to December 31, 2018. The empirical results show that the remuneration of Taiwan-listed financial control banks is negative...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2019
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| Online Access: | http://ndltd.ncl.edu.tw/handle/mtbknz |