The Impact of the QFIIs Deregulation on Normal and Abnormal Information Transmission Between the Stock and Exchange rates in Taiwan
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Keywords
The Qualified Foreign Institutional Investors Deregulation Jump Intensity Spillovers CBP-GARCH-JDSV Model;JEL classification:
- C3 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables
- G1 - Financial Economics - - General Financial Markets
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