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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
이세종
Advisor
김인준
Issue Date
2009
Publisher
서울대학교 대학원
Keywords
주식시장 동조화stock market co-movement공적분관계co-integrationGARCH 변동성garch volatility서브프라임 위기subprime 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

http://hdl.handle.net/10371/27517
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College of Social Sciences (사회과학대학)Dept. of Economics (경제학부)Theses (Master's Degree_경제학부)
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