碩士 / 國立高雄第一科技大學 / 金融研究所 / 100 / This paper examines G7 stock indices and explore whether different stock markets were correlated during the financial tsunami triggered by the US sub-prime mortgage crisis. The results show that at the time of the financial crisis, the US and the Canadian stock markets exhibited the greatest influence on other markets. Meanwhile, G7 stock markets react to the impact from other markets, to a certain degree, before and after the financial crisis. This indicates that the acquisition of market information is swift and efficient. As a result of the financial tsunami following the US sub-prime mortgage crisis, the global stock markets tumbled and the system risks triggered led to a credit crunch. The interbank rates kept soaring due to concerns over cash reserves in the financial industry. This did not only affect the GDP growth in the US but also created negative chain reactions to the global economy. It is obvious how the US stock market impacts the markets in the rest of the world.
| Identifer | oai:union.ndltd.org:TW/100NKIT5214001 |
| Date | January 2011 |
| Creators | Gung-Hsiang Ho, 何恭祥 |
| Contributors | none, 王友珊 |
| Source Sets | National Digital Library of Theses and Dissertations in Taiwan |
| Language | zh-TW |
| Detected Language | English |
| Type | 學位論文 ; thesis |
| Format | 39 |
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