政策變動對越南股市報酬及波動性之影響

CCUR > College of International Studies and Foreign Languages > English Program of Global Business > Thesis > Item 987654321/32059

請使用永久網址來引用或連結此文件: https://irlib.pccu.edu.tw/handle/987654321/32059

題名:	政策變動對越南股市報酬及波動性之影響 The Impacts of Policy Changes on Return and Volatility in Stock Market: The Case of Vietnam
作者:	黃氏昱 Du, Hoang Thi
貢獻者:	全球商務碩士學位學程碩士班
關鍵詞:	揮發性 EGARCH
日期:	2015
上傳時間:	2016-02-24 14:26:39 (UTC+8)
摘要:	This paper uses the data of stock index of financial sector spanned from January 2nd, 2009 to December 31st, 2014 in order to observe the effects of some policies on stock returns and volatility in Vietnam. The empirical results of EGARCH model reveal that M&A and VAMC have effects on stock returns but do not affect stock volatility while regulatory reform does not show any effect on stock return but has an impact on stock volatility.
顯示於類別:	[English Program of Global Business] Thesis

文件中的檔案:

檔案	描述	大小	格式	瀏覽次數
index.html		0Kb	HTML	711	檢視/開啟

檢視Licence

在CCUR中所有的資料項目都受到原著作權保護.