頁籤選單縮合
題名 | 海外存託憑證與標的股:匯率門檻變動下之日內訊息傳遞研究=A Further Investigation of Dynamic Information Transmission between DRs and Their Underlying Stocks with Exchange Rate Threshold Effects |
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作者 | 王凱立; 李昭蓉; 蕭孟柔; Wang, Kai-li; Li, Jau-rong; Hsiao, Meng-jou; |
期刊 | 財務金融學刊 |
出版日期 | 20100900 |
卷期 | 18:3 2010.09[民99.09] |
頁次 | 頁93-130 |
分類號 | 563.538 |
語文 | chi |
關鍵詞 | 存託憑證; 標的股; 匯率門檻; 隔夜報酬; 日間報酬; DCC-GARCH模型; DRs; Underlying securities; Exchange rate threshold; Daytime returns; Overnight returns; DCC-GARCH model; |