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次級房貸風暴對於各國信用市場與股市及匯市間之關聯性的影響
by
吳建緯
,
Wu
,
Chien
-
Wei
Published 2009
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Related Subjects
Subprime crisis;Credit Default Swap;Credit market;Stock Market;Foreign Exchange Market;Cointegration;Granger Causality
次貸風暴;信用違約交換;信用市場;股票市場;外匯市場;共整合;Granger 因果關係
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