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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
“
...) as an index to measure the
credit
risk
of a country to investigate whether the subprime crisis demonstrates a...
”
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Thesis
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Thesis
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Author
Wu, Chien-Wei
1
吳建緯
1
Topic
Subprime crisis;Credit Default Swap;Credit market;Stock Market;Foreign Exchange Market;Cointegration;Granger Causality
1
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
1
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National Taiwan University Institutional Repository (NTUR)
1
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Argentina
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