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미국 발 금융혼란 전후 한미 주식시장 동조화 연구

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Authors
박정은
Advisor
김인준
Issue Date
2009
Publisher
서울대학교 대학원
Keywords
서브프라임모기지subprime mortgage금융혼란financial turmoil주가동조화co-movement of stock price index공적분cointegrationGranger 인과관계Granger causalityVECMVECM
Description
학위논문(석사) --서울대학교 대학원 :경제학부(경제학전공), 2009.2.
Language
Korean
URI
http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000036460

http://hdl.handle.net/10371/27548
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College of Social Sciences (사회과학대학)Dept. of Economics (경제학부)Theses (Master's Degree_경제학부)
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