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Dept: Finance

You searched for subject:(Estado Bol var Venezuela ). Showing records 1 – 20 of 20 total matches.

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NSYSU

1. Huang, Chong-Ming. The leading and lagging relationship between CB return and stock return.

Degree: Master, Finance, 2008, NSYSU

 Due to the characteristics of convertible bond, the issuing volumes are smaller than stocks and the investors are mostly institutional investors. Therefore, the turnover and… (more)

Subjects/Keywords: VAR; Granger; CB; stock; strategy; momentum

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APA (6th Edition):

Huang, C. (2008). The leading and lagging relationship between CB return and stock return. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0618108-132743

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Huang, Chong-Ming. “The leading and lagging relationship between CB return and stock return.” 2008. Thesis, NSYSU. Accessed September 20, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0618108-132743.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Huang, Chong-Ming. “The leading and lagging relationship between CB return and stock return.” 2008. Web. 20 Sep 2019.

Vancouver:

Huang C. The leading and lagging relationship between CB return and stock return. [Internet] [Thesis]. NSYSU; 2008. [cited 2019 Sep 20]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0618108-132743.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Huang C. The leading and lagging relationship between CB return and stock return. [Thesis]. NSYSU; 2008. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0618108-132743

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


NSYSU

2. Cheng, Cheng. Issues of Shadow Banking in China-Size Estimation, Macro-economics Effect, and Supervision Recommendations.

Degree: Master, Finance, 2015, NSYSU

 After 2007 subprime crisis shadow banking has been a focus of economic research and discussion, and its scale continues to expand with off-balance sheet operations.… (more)

Subjects/Keywords: Financial regulation; VAR model; Chinese shadow banking

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APA (6th Edition):

Cheng, C. (2015). Issues of Shadow Banking in China-Size Estimation, Macro-economics Effect, and Supervision Recommendations. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0602115-161707

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Cheng, Cheng. “Issues of Shadow Banking in China-Size Estimation, Macro-economics Effect, and Supervision Recommendations.” 2015. Thesis, NSYSU. Accessed September 20, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0602115-161707.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Cheng, Cheng. “Issues of Shadow Banking in China-Size Estimation, Macro-economics Effect, and Supervision Recommendations.” 2015. Web. 20 Sep 2019.

Vancouver:

Cheng C. Issues of Shadow Banking in China-Size Estimation, Macro-economics Effect, and Supervision Recommendations. [Internet] [Thesis]. NSYSU; 2015. [cited 2019 Sep 20]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0602115-161707.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Cheng C. Issues of Shadow Banking in China-Size Estimation, Macro-economics Effect, and Supervision Recommendations. [Thesis]. NSYSU; 2015. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0602115-161707

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


NSYSU

3. Liu, Che-kang. Margining System for Futures and Options ExchangeâComparison of SPAN and Beta Simulation.

Degree: Master, Finance, 2013, NSYSU

 This purpose of research was comparing the margin system SPAN with Beta Simulation. In order to comprehend the strengths and weaknesses of two margin systems,… (more)

Subjects/Keywords: Market Model; VaR; SPAN; Beta Simulation; Margin System

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APA (6th Edition):

Liu, C. (2013). Margining System for Futures and Options ExchangeâComparison of SPAN and Beta Simulation. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0601113-202702

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Liu, Che-kang. “Margining System for Futures and Options ExchangeâComparison of SPAN and Beta Simulation.” 2013. Thesis, NSYSU. Accessed September 20, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0601113-202702.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Liu, Che-kang. “Margining System for Futures and Options ExchangeâComparison of SPAN and Beta Simulation.” 2013. Web. 20 Sep 2019.

Vancouver:

Liu C. Margining System for Futures and Options ExchangeâComparison of SPAN and Beta Simulation. [Internet] [Thesis]. NSYSU; 2013. [cited 2019 Sep 20]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0601113-202702.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Liu C. Margining System for Futures and Options ExchangeâComparison of SPAN and Beta Simulation. [Thesis]. NSYSU; 2013. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0601113-202702

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


NSYSU

4. Wu, Tzu-hui. Interaction between Intraday Rational and Irrational Herding Behavior and Market Quality.

Degree: Master, Finance, 2014, NSYSU

 A comment investment question is: Is herding behavior rational or irrational? Previous studies donât propose effective methodologies to identify this behavior, or deeply investigate the… (more)

Subjects/Keywords: noise; efficiency; volatility; rational herding; irrational herding; VAR

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APA (6th Edition):

Wu, T. (2014). Interaction between Intraday Rational and Irrational Herding Behavior and Market Quality. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0527114-142138

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Wu, Tzu-hui. “Interaction between Intraday Rational and Irrational Herding Behavior and Market Quality.” 2014. Thesis, NSYSU. Accessed September 20, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0527114-142138.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Wu, Tzu-hui. “Interaction between Intraday Rational and Irrational Herding Behavior and Market Quality.” 2014. Web. 20 Sep 2019.

Vancouver:

Wu T. Interaction between Intraday Rational and Irrational Herding Behavior and Market Quality. [Internet] [Thesis]. NSYSU; 2014. [cited 2019 Sep 20]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0527114-142138.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Wu T. Interaction between Intraday Rational and Irrational Herding Behavior and Market Quality. [Thesis]. NSYSU; 2014. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0527114-142138

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


NSYSU

5. Tzeng, Yu-chieh. A Study of Foreign Exchange Reform Problems on Reminbi Internationalization- An Empirical Analysis of Two Dimensions Between US Dollar and SDR.

Degree: Master, Finance, 2017, NSYSU

 Since 2005, China began a decade exchange rate reform and started the process to join the Special Drawing Rights (SDR). Getting through the 2008 financial… (more)

Subjects/Keywords: Markov Regime Switching Model; VAR; VECM; SDR; RMB

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Tzeng, Y. (2017). A Study of Foreign Exchange Reform Problems on Reminbi Internationalization- An Empirical Analysis of Two Dimensions Between US Dollar and SDR. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0116117-152625

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Tzeng, Yu-chieh. “A Study of Foreign Exchange Reform Problems on Reminbi Internationalization- An Empirical Analysis of Two Dimensions Between US Dollar and SDR.” 2017. Thesis, NSYSU. Accessed September 20, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0116117-152625.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Tzeng, Yu-chieh. “A Study of Foreign Exchange Reform Problems on Reminbi Internationalization- An Empirical Analysis of Two Dimensions Between US Dollar and SDR.” 2017. Web. 20 Sep 2019.

Vancouver:

Tzeng Y. A Study of Foreign Exchange Reform Problems on Reminbi Internationalization- An Empirical Analysis of Two Dimensions Between US Dollar and SDR. [Internet] [Thesis]. NSYSU; 2017. [cited 2019 Sep 20]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0116117-152625.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Tzeng Y. A Study of Foreign Exchange Reform Problems on Reminbi Internationalization- An Empirical Analysis of Two Dimensions Between US Dollar and SDR. [Thesis]. NSYSU; 2017. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0116117-152625

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


NSYSU

6. Huang, Chun-Jung. Value at Risk in operating periods of Kaohsiung Rapid Transit Project.

Degree: Master, Finance, 2003, NSYSU

none Advisors/Committee Members: Henry Y. Lo (committee member), David S. Shyu (chair), Jen-Jsung Huang (chair).

Subjects/Keywords: Stress Testing; BOT; VaR

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Huang, C. (2003). Value at Risk in operating periods of Kaohsiung Rapid Transit Project. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0617103-214322

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Huang, Chun-Jung. “Value at Risk in operating periods of Kaohsiung Rapid Transit Project.” 2003. Thesis, NSYSU. Accessed September 20, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0617103-214322.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Huang, Chun-Jung. “Value at Risk in operating periods of Kaohsiung Rapid Transit Project.” 2003. Web. 20 Sep 2019.

Vancouver:

Huang C. Value at Risk in operating periods of Kaohsiung Rapid Transit Project. [Internet] [Thesis]. NSYSU; 2003. [cited 2019 Sep 20]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0617103-214322.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Huang C. Value at Risk in operating periods of Kaohsiung Rapid Transit Project. [Thesis]. NSYSU; 2003. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0617103-214322

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


NSYSU

7. Tsai, Huei-Chen. A Study on SPAN's Risk-measuring Methodology For Portfolio That Include Options-Apply Diagonal Model.

Degree: Master, Finance, 2003, NSYSU

none Advisors/Committee Members: Der-Ming Lieu (committee member), Yih-Jeng (chair), none (chair).

Subjects/Keywords: Diagonal Model; VaR; SPAN; TIMS

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APA (6th Edition):

Tsai, H. (2003). A Study on SPAN's Risk-measuring Methodology For Portfolio That Include Options-Apply Diagonal Model. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0711103-162252

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Tsai, Huei-Chen. “A Study on SPAN's Risk-measuring Methodology For Portfolio That Include Options-Apply Diagonal Model.” 2003. Thesis, NSYSU. Accessed September 20, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0711103-162252.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Tsai, Huei-Chen. “A Study on SPAN's Risk-measuring Methodology For Portfolio That Include Options-Apply Diagonal Model.” 2003. Web. 20 Sep 2019.

Vancouver:

Tsai H. A Study on SPAN's Risk-measuring Methodology For Portfolio That Include Options-Apply Diagonal Model. [Internet] [Thesis]. NSYSU; 2003. [cited 2019 Sep 20]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0711103-162252.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Tsai H. A Study on SPAN's Risk-measuring Methodology For Portfolio That Include Options-Apply Diagonal Model. [Thesis]. NSYSU; 2003. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0711103-162252

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


NSYSU

8. Hao, Che-pin. The Interaction between Retail Sentiment and Market Return.

Degree: Master, Finance, 2016, NSYSU

 The relationship between the stock market and investor sentiment is an issue usually discussed in behavioral finance. In the past, most literature uses market information… (more)

Subjects/Keywords: retail sentiment index; market return; market state; VAR

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Hao, C. (2016). The Interaction between Retail Sentiment and Market Return. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0523116-152214

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Hao, Che-pin. “The Interaction between Retail Sentiment and Market Return.” 2016. Thesis, NSYSU. Accessed September 20, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0523116-152214.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Hao, Che-pin. “The Interaction between Retail Sentiment and Market Return.” 2016. Web. 20 Sep 2019.

Vancouver:

Hao C. The Interaction between Retail Sentiment and Market Return. [Internet] [Thesis]. NSYSU; 2016. [cited 2019 Sep 20]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0523116-152214.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Hao C. The Interaction between Retail Sentiment and Market Return. [Thesis]. NSYSU; 2016. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0523116-152214

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


NSYSU

9. Yen, Shun-li. none.

Degree: Master, Finance, 2004, NSYSU

Subjects/Keywords: BOT; Monte Carlo Simulation; VaR

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Yen, S. (2004). none. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0614104-182619

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Yen, Shun-li. “none.” 2004. Thesis, NSYSU. Accessed September 20, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0614104-182619.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Yen, Shun-li. “none.” 2004. Web. 20 Sep 2019.

Vancouver:

Yen S. none. [Internet] [Thesis]. NSYSU; 2004. [cited 2019 Sep 20]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0614104-182619.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Yen S. none. [Thesis]. NSYSU; 2004. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0614104-182619

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


NSYSU

10. Ni, Hao-Yu. The application of Multifactor model and VaR model in predicting market meltdown.

Degree: Master, Finance, 2012, NSYSU

 With the progress of the times, the international financial market link is becoming more and more closely, while the probability of extreme events more and… (more)

Subjects/Keywords: VaR; Risk factors; Cluster analysis; financial market meltdown; Stock returns

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Ni, H. (2012). The application of Multifactor model and VaR model in predicting market meltdown. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0621112-163923

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Ni, Hao-Yu. “The application of Multifactor model and VaR model in predicting market meltdown.” 2012. Thesis, NSYSU. Accessed September 20, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0621112-163923.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Ni, Hao-Yu. “The application of Multifactor model and VaR model in predicting market meltdown.” 2012. Web. 20 Sep 2019.

Vancouver:

Ni H. The application of Multifactor model and VaR model in predicting market meltdown. [Internet] [Thesis]. NSYSU; 2012. [cited 2019 Sep 20]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0621112-163923.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Ni H. The application of Multifactor model and VaR model in predicting market meltdown. [Thesis]. NSYSU; 2012. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0621112-163923

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


NSYSU

11. Yang, Han-Chih. Predicting Stock Market Crises by VAR Model.

Degree: PhD, Finance, 2012, NSYSU

 There are several methods to predict financial crises. There are also several types of indicators used by financial institutions. These indicators, which are estimated in… (more)

Subjects/Keywords: stock crises; GARCH; VaR; SGT; early warning system; predicting crises

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Yang, H. (2012). Predicting Stock Market Crises by VAR Model. (Doctoral Dissertation). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0623112-002029

Chicago Manual of Style (16th Edition):

Yang, Han-Chih. “Predicting Stock Market Crises by VAR Model.” 2012. Doctoral Dissertation, NSYSU. Accessed September 20, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0623112-002029.

MLA Handbook (7th Edition):

Yang, Han-Chih. “Predicting Stock Market Crises by VAR Model.” 2012. Web. 20 Sep 2019.

Vancouver:

Yang H. Predicting Stock Market Crises by VAR Model. [Internet] [Doctoral dissertation]. NSYSU; 2012. [cited 2019 Sep 20]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0623112-002029.

Council of Science Editors:

Yang H. Predicting Stock Market Crises by VAR Model. [Doctoral Dissertation]. NSYSU; 2012. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0623112-002029


NSYSU

12. Yang, Fei-sian. The Determinants of Real Exchange Rate  – The Empirical Analysis of Taiwan.

Degree: Master, Finance, 2012, NSYSU

 The subject of this study is to examine the determinants of the real exchange rate in Taiwan. The sample period is from the first quarter… (more)

Subjects/Keywords: central bank intervention; terms of trade; Real exchange rate; VAR model; productivity differential

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APA (6th Edition):

Yang, F. (2012). The Determinants of Real Exchange Rate  – The Empirical Analysis of Taiwan. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0629112-104818

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Yang, Fei-sian. “The Determinants of Real Exchange Rate  – The Empirical Analysis of Taiwan.” 2012. Thesis, NSYSU. Accessed September 20, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0629112-104818.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Yang, Fei-sian. “The Determinants of Real Exchange Rate  – The Empirical Analysis of Taiwan.” 2012. Web. 20 Sep 2019.

Vancouver:

Yang F. The Determinants of Real Exchange Rate  – The Empirical Analysis of Taiwan. [Internet] [Thesis]. NSYSU; 2012. [cited 2019 Sep 20]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0629112-104818.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Yang F. The Determinants of Real Exchange Rate  – The Empirical Analysis of Taiwan. [Thesis]. NSYSU; 2012. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0629112-104818

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


NSYSU

13. Wang, Cheng-hong. Which Factors Explain Asymmetric Volatilityï¼Evidence From Panel VAR.

Degree: Master, Finance, 2017, NSYSU

 All along, there has been still considerable room for discussion on the asymmetry of volatility. Black (1976) proposes the leverage effect as a description, while… (more)

Subjects/Keywords: Asymmetric Volatility; Leverage Effect; Vector Autoregression Model (VAR Model); Financial Turmoil; Cumulative Leverage Effect

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Wang, C. (2017). Which Factors Explain Asymmetric Volatilityï¼Evidence From Panel VAR. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0612117-124729

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Wang, Cheng-hong. “Which Factors Explain Asymmetric Volatilityï¼Evidence From Panel VAR.” 2017. Thesis, NSYSU. Accessed September 20, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0612117-124729.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Wang, Cheng-hong. “Which Factors Explain Asymmetric Volatilityï¼Evidence From Panel VAR.” 2017. Web. 20 Sep 2019.

Vancouver:

Wang C. Which Factors Explain Asymmetric Volatilityï¼Evidence From Panel VAR. [Internet] [Thesis]. NSYSU; 2017. [cited 2019 Sep 20]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0612117-124729.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Wang C. Which Factors Explain Asymmetric Volatilityï¼Evidence From Panel VAR. [Thesis]. NSYSU; 2017. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0612117-124729

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


NSYSU

14. Liu, Chien-Lin. The Impact of the Macroeconomic Factors on the Mortgage Default Rate - An Empirical Study for Taiwan Case.

Degree: Master, Finance, 2018, NSYSU

 Mortgage loans are one of the most important topics in life. Past studies have used the macroeconomic factors to explore the hypothesis of housing price… (more)

Subjects/Keywords: Co-integration tests; Markov conversion models; Inflation rate; VAR model; VECM model; Granger causality tests

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APA (6th Edition):

Liu, C. (2018). The Impact of the Macroeconomic Factors on the Mortgage Default Rate - An Empirical Study for Taiwan Case. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0523118-121715

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Liu, Chien-Lin. “The Impact of the Macroeconomic Factors on the Mortgage Default Rate - An Empirical Study for Taiwan Case.” 2018. Thesis, NSYSU. Accessed September 20, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0523118-121715.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Liu, Chien-Lin. “The Impact of the Macroeconomic Factors on the Mortgage Default Rate - An Empirical Study for Taiwan Case.” 2018. Web. 20 Sep 2019.

Vancouver:

Liu C. The Impact of the Macroeconomic Factors on the Mortgage Default Rate - An Empirical Study for Taiwan Case. [Internet] [Thesis]. NSYSU; 2018. [cited 2019 Sep 20]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0523118-121715.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Liu C. The Impact of the Macroeconomic Factors on the Mortgage Default Rate - An Empirical Study for Taiwan Case. [Thesis]. NSYSU; 2018. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0523118-121715

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


NSYSU

15. Lin, Su-mei. A study of the relationships between the NBI Index and the stock prices of Chinese, Hong Kong and Taiwanese BioPharm Firms.

Degree: Master, Finance, 2015, NSYSU

 This study analyzes the relationships between the NBI Index and the stock prices of BioPharm firms in China, Hong Kong and Taiwan. 147,924 seasonal and… (more)

Subjects/Keywords: Seasonal Effect; ANOVA; Forecast Error Variance Decomposition; Impulse Response Analysis; Causality Tests; VAR; Structural Break; BioPharm

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Lin, S. (2015). A study of the relationships between the NBI Index and the stock prices of Chinese, Hong Kong and Taiwanese BioPharm Firms. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0725115-214204

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Lin, Su-mei. “A study of the relationships between the NBI Index and the stock prices of Chinese, Hong Kong and Taiwanese BioPharm Firms.” 2015. Thesis, NSYSU. Accessed September 20, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0725115-214204.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Lin, Su-mei. “A study of the relationships between the NBI Index and the stock prices of Chinese, Hong Kong and Taiwanese BioPharm Firms.” 2015. Web. 20 Sep 2019.

Vancouver:

Lin S. A study of the relationships between the NBI Index and the stock prices of Chinese, Hong Kong and Taiwanese BioPharm Firms. [Internet] [Thesis]. NSYSU; 2015. [cited 2019 Sep 20]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0725115-214204.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Lin S. A study of the relationships between the NBI Index and the stock prices of Chinese, Hong Kong and Taiwanese BioPharm Firms. [Thesis]. NSYSU; 2015. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0725115-214204

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


NSYSU

16. Chen, Shuang-Mao. Pricing and hedging of foreign equity linked notes.

Degree: Master, Finance, 2003, NSYSU

none Advisors/Committee Members: Henry Y. Lo (chair), Jen-Jsung Huang (committee member), David S. Shyu (chair).

Subjects/Keywords: VaR; Equity Linked Note; Back Testing; Monte Carlo simulation

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Chen, S. (2003). Pricing and hedging of foreign equity linked notes. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0617103-114022

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Chen, Shuang-Mao. “Pricing and hedging of foreign equity linked notes.” 2003. Thesis, NSYSU. Accessed September 20, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0617103-114022.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Chen, Shuang-Mao. “Pricing and hedging of foreign equity linked notes.” 2003. Web. 20 Sep 2019.

Vancouver:

Chen S. Pricing and hedging of foreign equity linked notes. [Internet] [Thesis]. NSYSU; 2003. [cited 2019 Sep 20]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0617103-114022.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Chen S. Pricing and hedging of foreign equity linked notes. [Thesis]. NSYSU; 2003. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0617103-114022

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


NSYSU

17. Hung, Ching-Hwa. A Study on SPAN's Risk-measuring Methodology For Portfolio That Include Options.

Degree: Master, Finance, 2000, NSYSU

None Advisors/Committee Members: none (chair), none (committee member).

Subjects/Keywords: Risk; SPAN; Option; Delta; Spread; Portfolio; VAR; Value of Risk

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Hung, C. (2000). A Study on SPAN's Risk-measuring Methodology For Portfolio That Include Options. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0627100-093654

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Hung, Ching-Hwa. “A Study on SPAN's Risk-measuring Methodology For Portfolio That Include Options.” 2000. Thesis, NSYSU. Accessed September 20, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0627100-093654.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Hung, Ching-Hwa. “A Study on SPAN's Risk-measuring Methodology For Portfolio That Include Options.” 2000. Web. 20 Sep 2019.

Vancouver:

Hung C. A Study on SPAN's Risk-measuring Methodology For Portfolio That Include Options. [Internet] [Thesis]. NSYSU; 2000. [cited 2019 Sep 20]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0627100-093654.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Hung C. A Study on SPAN's Risk-measuring Methodology For Portfolio That Include Options. [Thesis]. NSYSU; 2000. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0627100-093654

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


NSYSU

18. Chang, Kuei-Hui. A Study on TIMSâ Risk-measuring Methodology for Portfolio that Include Options.

Degree: Master, Finance, 2000, NSYSU

None Advisors/Committee Members: none (chair), Ming-hwa Hsieh (chair), none (committee member).

Subjects/Keywords: Risk Management; TIMS; VaR; Portfolio; Margin System; Value at Risk

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Chang, K. (2000). A Study on TIMSâ Risk-measuring Methodology for Portfolio that Include Options. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0628100-144321

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Chang, Kuei-Hui. “A Study on TIMSâ Risk-measuring Methodology for Portfolio that Include Options.” 2000. Thesis, NSYSU. Accessed September 20, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0628100-144321.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Chang, Kuei-Hui. “A Study on TIMSâ Risk-measuring Methodology for Portfolio that Include Options.” 2000. Web. 20 Sep 2019.

Vancouver:

Chang K. A Study on TIMSâ Risk-measuring Methodology for Portfolio that Include Options. [Internet] [Thesis]. NSYSU; 2000. [cited 2019 Sep 20]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0628100-144321.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Chang K. A Study on TIMSâ Risk-measuring Methodology for Portfolio that Include Options. [Thesis]. NSYSU; 2000. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0628100-144321

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


NSYSU

19. Chai, Hui-Wen. The simulation research on capital adequancy for banks – study on market risk.

Degree: Master, Finance, 2003, NSYSU

NONE Advisors/Committee Members: none (committee member), NONE (chair), NONE (chair).

Subjects/Keywords: GARCH; monte carlo method; VAR; capital adequancy; historical simulation method; market risk

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Chai, H. (2003). The simulation research on capital adequancy for banks – study on market risk. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0825103-095715

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Chai, Hui-Wen. “The simulation research on capital adequancy for banks – study on market risk.” 2003. Thesis, NSYSU. Accessed September 20, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0825103-095715.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Chai, Hui-Wen. “The simulation research on capital adequancy for banks – study on market risk.” 2003. Web. 20 Sep 2019.

Vancouver:

Chai H. The simulation research on capital adequancy for banks – study on market risk. [Internet] [Thesis]. NSYSU; 2003. [cited 2019 Sep 20]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0825103-095715.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Chai H. The simulation research on capital adequancy for banks – study on market risk. [Thesis]. NSYSU; 2003. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0825103-095715

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


NSYSU

20. Chou, Cheng-Yi. Applying RAROC, Value-at-Risk and Extreme Value Theory to Performance Measurement of Financial Holding Companies.

Degree: Master, Finance, 2006, NSYSU

none Advisors/Committee Members: Tai Ma (committee member), L. Paul Hsueh (chair), Y. Angela Liu (chair).

Subjects/Keywords: VaR; extreme value theory; RAROC; financial holding company; performance measurement

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APA (6th Edition):

Chou, C. (2006). Applying RAROC, Value-at-Risk and Extreme Value Theory to Performance Measurement of Financial Holding Companies. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0707106-050124

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Chou, Cheng-Yi. “Applying RAROC, Value-at-Risk and Extreme Value Theory to Performance Measurement of Financial Holding Companies.” 2006. Thesis, NSYSU. Accessed September 20, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0707106-050124.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Chou, Cheng-Yi. “Applying RAROC, Value-at-Risk and Extreme Value Theory to Performance Measurement of Financial Holding Companies.” 2006. Web. 20 Sep 2019.

Vancouver:

Chou C. Applying RAROC, Value-at-Risk and Extreme Value Theory to Performance Measurement of Financial Holding Companies. [Internet] [Thesis]. NSYSU; 2006. [cited 2019 Sep 20]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0707106-050124.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Chou C. Applying RAROC, Value-at-Risk and Extreme Value Theory to Performance Measurement of Financial Holding Companies. [Thesis]. NSYSU; 2006. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0707106-050124

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

.