An Application Of GARCH-M Model–Estimation Of The Effect Of RMB Depreciation On The Risk Premium Transfer Of Taiwan-Listed Construction Companies
碩士 === 嶺東科技大學 === 高階主管企管碩士在職專班 === 107 === An application of GARCH-M model–Estimation of the effect of RMB depreciation on the risk premium transfer of Taiwan-listed construction companies. In this research, we use GARCH-M model to estimate the effect of RMB depreciation on the risk premium transfer...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2019
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| Online Access: | http://ndltd.ncl.edu.tw/handle/k6mxmc |