186990
博碩士論文
Chao-Sheng Wang, 王朝生
碩士 / 世新大學 / 財務金融學研究所(含碩專班) / 99 / This study examines return and volatility spillovers across North American, European and Asian stock markets for the period of 4th January 2000 to 29th February 2010, and further observes whether the global financial crisis causes return and volatility spillovers change among these stock markets. The stock returns investigated are daily ones of ten country indices, including Japan, South Korea, Singapore, Taiwan, China, Hong Kong, UK, French, Germany and United ...