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서브프라임 위기 이후 한국 주식시장의 변화 : 미국 주식시장의 영향을 중심으로 : Change in Korean stock market after subprime crisis : focusing on the effect of U.S. stock market
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- Authors
- Advisor
- 김인준
- Issue Date
- 2009
- Publisher
- 서울대학교 대학원
- Keywords
- 주식시장 동조화 ; stock market co-movement ; 공적분관계 ; co-integration ; GARCH 변동성 ; garch volatility ; 서브프라임 위기 ; subprime crisis
- Description
- 학위논문(석사) --서울대학교 대학원 :경제학부(경제학전공),2009.8.
- Language
- Korean
- URI
- http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000038502
https://hdl.handle.net/10371/27517
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