南華大學機構典藏系統:Item 987654321/6460
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    Please use this identifier to cite or link to this item: http://nhuir.nhu.edu.tw/handle/987654321/6460


    Title: 國會開會效應對日經225股價報酬與波動性之影響－多空頭期間之檢驗
    Other Titles: Impact of Congressional Session Effect on Nikkei 225 Stock Returns and Volatilities: Empirical Study on Bull and Bear Market
    Authors: 王譯賢;陳金伶;盧永璋;朱盈璇
    Keywords: 國會效應
    多空頭市場
    波動性不對稱
    Date: 2007-12-01
    Issue Date: 2010-12-21 16:38:35 (UTC+8)
    Publisher: 南華大學企業管理系管理科學碩士班
    Abstract: 本研究利用不對稱GARCH模型探討日本國會開會效應對日經225股市之影響。實證結果發現，在1%顯著水準下，日本眾議院開會期間，對日經225股價報酬有顯著性降低，而日經風險則有明顯增大之現象。此外，在日經多頭期間，日本國會效果對日經225股價報酬則無影響，然日經風險卻明顯更加擴大。
    Relation: 管理科學研究
    4卷2期
    Appears in Collections:[The Journals of Nanhua University ] Management Sciences Research
    [Department of Business Administration, Master/Ph.D Program in Management Sciences] Management Sciences Research

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