頁籤選單縮合
題名 | 時變偏態資訊傳導之研究:以美國債券期限利差與亞洲金融市場為例=Research on the Transmission of Time-varying Skewed Information: Taking U.S. Bond Term Spreads and Asian Financial Markets as an Example |
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作者 | 王凱立; 周莉欣; 林于喬; 吳安琪; 王美智; Wang, Kai-li; Chou, Li-hsin; Lin, Yu-ciao; Wu, An-chi; Wang, Mei-chih; |
期刊 | 證券市場發展季刊 |
出版日期 | 20221200 |
卷期 | 34:4=136 2022.12[民111.12] |
頁次 | 頁119-174 |
分類號 | 563.54 |
語文 | chi |
關鍵詞 | 期限利差; 偏態特性; 動態關聯; ARCD模式; EGB2分佈; Term structure; Conditional skewness; Cross-market transmissions; Dynamic correlation; ARCD model; EGB2 distribution; |