Please use this identifier to cite or link to this item: http://hdl.handle.net/11455/53660
DC FieldValueLanguage
dc.contributor.author董澍琦zh_TW
dc.contributor.other行政院國家科學委員會zh_TW
dc.contributor.other國立中興大學財務金融學系(所)zh_TW
dc.date2005zh_TW
dc.date.accessioned2014-06-06T08:59:11Z-
dc.date.available2014-06-06T08:59:11Z-
dc.identifierNSC93-2416-H005-018zh_TW
dc.identifier.urihttp://hdl.handle.net/11455/53660-
dc.description.abstract由於資訊快速的傳遞以及各國積極推動金融自由化,使得各個資本市場整合性提高,投資人可將資本在任何股票市場自由移動。然而一項投資真正的報酬將是當地投資股票的報酬加上外匯上的損益,因此在進行國外投資時不僅要關注來自股票市場的資訊,同時也要留意來自外匯市場的消息。本研究計晝試圖利用動態條件相關模型探討股價與匯價之間的相關性,並藉以瞭解亞洲金融危機對此相關性所產生的影響。希望本計畫之實證結果可使投資人對兩市場的連動關係有更清楚的瞭解,同時對所面臨的風險有更深入的認知。zh_TW
dc.language.isozh_TWzh_TW
dc.relation.urihttp://grbsearch.stpi.narl.org.tw/GRB/result.jsp?id=1012282&plan_no=NSC93-2416-H005-018&plan_year=93&projkey=PF9308-1295&target=plan&highStr=*&check=0&pnchDesc=%E8%82%A1%E5%83%B9%E8%88%87%E5%8C%AF%E5%83%B9%E4%B9%8B%E5%8B%95%E6%85%8B%E6%A2%9D%E4%BB%B6%E7%9B%B8%E9%97%9Cen_US
dc.subject應用研究zh_TW
dc.subject財政(含金融,保險)zh_TW
dc.subject股票市場zh_TW
dc.subject外匯市場zh_TW
dc.subject動態條件相關模型zh_TW
dc.title股價與匯價之動態條件相關zh_TW
dc.titleStock Price and Exchange Rate Dynamics in the Asian Countries-A Dynamic Conditional Correlation (DCC) Analysisen_US
dc.typeResearch Reportszh_TW
item.grantfulltextnone-
item.openairetypeResearch Reports-
item.cerifentitytypePublications-
item.fulltextno fulltext-
item.languageiso639-1zh_TW-
item.openairecristypehttp://purl.org/coar/resource_type/c_18cf-
Appears in Collections:財務金融學系所
Show simple item record
 
TAIR Related Article

Google ScholarTM

Check


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.