يعرض 1 - 1 نتائج من 1 نتيجة بحث عن '"林聖竺"', وقت الاستعلام: 0.30s تنقيح النتائج
  1. 1
    Dissertation/ Thesis

    المؤلفون: , Lin, Shengzhu

    المساهمون: 張興華, Chang, Hsing-Hua

    وصف الملف: 1478960 bytes; application/pdf

    Relation: António Rua, Luis Nunes. (2009). International comovement of stock market returns: A wavelet analysis. Journal of Empirical Finance, vol. 16, issue 4, 632-639.\nArshanapalli B, Doukas J. (1993). International stock market linkages: evidence from the pre-and post-October 1987 period[J].The Journal of Banking and Finance,17(1):193-208.\nBekaert G., J. Hodrick & X. Zhang. (2009). International stock return comovements. Journal of Finance, 64, 2591-2626.\nBranson, W.H. (1983). Macroeconomic determinants of real exchange rate risk, in R.J. Herring(ed.), Managing Foreign Exchange Risk. Cambridge University Press, Cambridge.\nBrooks R, Del Negro M.The rise in comovement across national stock markets:market integration or IT bubble?[J].The Journal of Empirical Finance,2004,11(5):659-680.\nBruno Solnik, Cyril Boucrelle & Yann Le Fur. (1996). International Market Correlation and Volatility. Financial Analysts Journal, Vol. 52, No. 5, pp. 17-34.\nChen Peng. 2018. Understanding International Stock Market Comovements: A Comparison of Developed and Emerging Markets [J]. International Review of Economics & Finance, 56: 451 - 464.\nCheol S. Eun, Sangdal Shim. (1989). International Transmission of Stock Market Movements. Journal of Financial and Quantitative Analysis, vol. 24, issue 2, 241-256.\nDas D., Bhowmik P. & Jana R. K. (2018). A Multiscale Analysis of Stock Return Co-movements and Spillovers: Evidence from Pacific Developed Markets [ J]. Physical A: Statistical Mechanics and its Applications, 502: 379 - 393.\nDidier T., Love I., Martinez Peria M.S. (2012). What explains comovement in stock market returns during the 2007-2008 crisis?[J]. International Journal of Finance and Economics, 17(2): 182-202.\nEhrmann, Michael, Fratzscher, Marcel & Rigobon, Robert. (2005). Stock, Bond, Monetary Marketsand Exchange Rates Measuring International Financial Transmission[R], Working Papers 452, European Central Bank.\nEsther Eiling, Bruno Gerard, Pierre Hillion & Frans A. de Roon. 2012. International Portfolio Diversification: Currency, Industry and Country Effects Revisited [J]. Journal of International Money and Finance, 31 (5): 1249 - 1278.\nFrancois Longin, Bruno Solnik. (1995). Is the correlation in international equity returns constant: 1960-1990?. Journal of International Money and Finance, vol. 14, issue 1, 3-26.\nFrankel, J. A. (1992). Monetary and portfolio-balance models of exchange rate determination International economic policies and their theoretical foundations (pp. 793–832): Elsevier.\nGeert Bekaert, Campbell Harvey & Angela Ng. (2005). Market Integration and Contagion. The Journal of Business, vol. 78, issue 1, 39-70.\nGrubel, H.G. (1968). Internationally Diversified Portfolios: Welfare Gains and Capital Flows. The American Economic Review, 58, 1299-1314.\nG. Karolyi, René Stulz. (1996). Why Do Markets Move Together? An Investigation of U.S.-Japan Stock Return Comovements. Journal of Finance, vol. 51, issue 3, 51-86.\nHamao, Y., Masulis, R.W. & Ng, V. (1990) . Correlations in Price Changes and Volatility across International Stock Markets. Review of Financial studies, 3, 281-307.\nHemche O, Jawadi F, Maliki S.B., et al. (2016). On the study of contagion in the context of the subprime crisis:a dynamic conditional correlation-multivariate GARCH approach[J]. Economic Modelling, 52:292-299.\nHilliard J E. (1979). The relationship between equity indices on world exchanges[J]. The Journal of Finance, 34(1): 103-114.\nNagayasu J. (2013). Asia-Pacific Stock Returns around the Lehman Shock and Beyond: time-varying conditional correlations[Л]. The Journal of Economic Integration: 412-440.\nNg A. (2000). Volatility spillover effects from Japan and the US to the Pacific-Basin[J]. Journal of International Money and Finance, 19(2): 207-233.\nHwahsin Cheng, John L. Glascock. (2005). Dynamic Linkages Between the Greater China Economic Area Stock Markets—Mainland China, Hong Kong, and Taiwan. Review of Quantitative Finance and Accounting volume 24, pages343–357.\nInci A.C., Li H.C., Mc. Carthy J. (2011). Financial contagion: a local correlation analysis[J]. Research in International Business and Finance, 25(1): 11-25.\nJeff Fleming, Chris Kirby, Barbara Ostdiek. (1998). Information and volatility linkages in the stock, bond, and money markets[J]. Journal of Financial Economics, 49, 111-137.\nJohansson A. C., Ljungwall C. (2009). Spillover effects among the Greater China stock markets[J]. World Development, 37(4): 839-851.\nJuan Reboredo, Miguel A. Rivera-Castro, Andrea Ugolini. (2016). Downside and upside risk spillovers between exchange rates and stock prices. Journal of Banking & Finance, 2016, vol. 62, issue C, 76-96.\nKasa, K. (1992). Common Stochastic Trends in International Stock Markets. Journal of Monetary Economics, 29, 95124.\nKing M. A., Wadhwani S. (1990). Transmission of volatility between stock markets[J]. The Review of Financial Studies, 3(1): 5-33.\nKizys R, Pierdzioch C. (2009). Changes in the international comovement of stock returns and asymmetric macroeconomic shocks[J]. The Joumal of International Financial Markets, Institutions and Moncy, 19(2):289-305.\nKristin Forbes, Roberto Rigobon. (2002, 5 October). No Contagion, Only Interdependence: Measuring Stock Market Co-movements. Journal of Finance, 2002, v57, 2223-2261.\nKuntara Pukthuanthong, Richard Roll. (2009). Global market integration: An alternative measure and its application. Journal of Financial Economics, vol. 94, issue 2, 214-232.\nNing C. (2010). Dependence Structure between the Equity Market and the Foreign Exchange Market—A Copula Approach[J]. Journal of International Money and Finance, (29), 743-759.\nRichard A. Ajayi, Mbodja Mougoue. (1998, 12 August). On the Dynamic Relation Between Stock Prices And Exchange Rates. Journal of Financial Research, 1996, vol. 19, issue 2, 193-207.\nRobert-Paul Berben, W. Jos Jansen. (2005). Comovement in international equity markets: A sectoral view. Journal of International Money and Finance, vol. 24, issue 5, 832-857.\nRoberto Rigobon, Brian Sack. (2003, April). Spillovers Across U.S. Financial Markets[R]. NBER Working Paper 9640.\nRobin Brooks, Marco Del Negro. (2006). Firm-Level Evidence on International Stock Market Comovement. Review of Finance, Volume 10, Issue 1, Pages 69–98.\nTamir Agmon (1972). The Relations Among Equity Markets: A Study of Share Price Co-Movements in the United States, United Kingdom, Germany and Japan. Journal of Finance, vol. 27, issue 4, 839-55.\nVictor Fang, Edward J Y Lin, V. Lee. (2007). Volatility linkages and spillovers in stock and bond markets: some international evidence[J]. Journal of International Finance and Economics, 7, (1).\nWarren G. Dean, Robert W. Faff & Geoffrey F. (2010). Loudon. Asymmetry in Return and Volatility Spillover Between Equity and Bond Markets in Australia[J]. Pacific-Basin Finance Journal, (18).\nY. Angela Liu & Ming-Shiun Pan. (1997, March). "Mean and Volatility Spillover Effects in the U.S. and Pacific–Basin Stock Markets," Multinational Finance Journal, Multinational Finance Journal, vol. 1(1), pages 47-62.\nYang J, Kolari J W, Min I. (2003). Stock market integration and financial crises: the case of Asia[J]. Applied Financial Economics, 13(7): 477-486.\n財團法人台北外匯市場發展基金會(2016年1月)。台灣的匯率制度與外匯管理自由化。財團法人台北外匯市場發展基金會。\n陳旭昇(2013年3月25日)。時間序列分析:總體經濟與財務金融之應用(二版)。東華書局。\n李岸(2017)。“中心—外围”结构下中国股市国际联动性研究〔未出版之博士論文〕。湖南大学。\n张兵,范致镇,李心丹(2010)。中美股市的联动性研究[J]。经济研究,45(11):141-151。; G0109352032; https://nccur.lib.nccu.edu.tw//handle/140.119/145852; https://nccur.lib.nccu.edu.tw/bitstream/140.119/145852/1/203201.pdf