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| 篇名/題名： | 東南亞大海嘯後金融市場蔓延效應之研究 |
| 摘要： | Powerful earthquakes may cause heavy damage to the financial markets of individual countries (regions),
and may even spillover to other countries (regions). Using 26 international stock indexes and exchange
rates, this study examines whether any contagion effect occurred across financial markets after the strong
earthquake in South-East Asia on December 26, 2004. Using heteroscedasticity biases based on correlation
coefficients to examine the existence of the contagion effect, this study shows that no individual country
stock market suffered from the contagion effect, but that the foreign exchange markets of some countries
(namely India, Philippines and Hong Kong) did suffer from the contagion effect. |
| 類型： | 期刊論文 |
| 西元出版年： | 2007 |
| 著作語言： | zh-TW |
| 作者： | Lee,Hsien Yi、Wu,Hsing Chi、Wang,Yung Jang
|
| 學校系所： | 國際企業經營系碩士班 |
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