開放外資交易對股市、匯率與基差之影響

Impact of Deregulation of QFII on Stock Prices, Exchange Rates and Basis

李彥賢(Yen-Hsien Lee)

指導教授 ： 邱建良 ； 李命志

淡江大學/商學院/財務金融學系博士班/博士(2008年)

https://doi.org/10.6846/TKU.2008.01334

摘要

本篇摘要未授權

關鍵字

外資 ； 股市 ； 匯率 ； 基差 ； 跳躍擴散模型 ； 平滑移轉模型

並列摘要

This abstract would not be displayed due to no authorization.

並列關鍵字

The Qualified Foreign Institutional Investors ； Stock ； Exchange Rate ； Basis ； Jump-Diffusion Model ； Smooth Transition AutoRegression Model

參考文獻

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4. Bates, D.S. (1996), “Jumps and stochastic volatility: Evidence from the options markets,” Review of Financial Studies, 9, 69-107

5. Bekaert, G. and Harvey, C.R. (1997), “Emerging equity market volatility,” Journal of Financial Economics, 43, 29-77.

7. Bodnar, G. and Gentry, W.M. (1993), “Exchange rate exposure and industry characteristics: Evidence from Canada, Japan and the USA,” Journal of International Money and Finance, 12, 29-45.