碩士 / 銘傳大學 / 經濟學系碩士在職專班 / 101 / This study investigates the systemic risk when the market occurs such as the European debt crisis. How the investors change his portfolio positions after receiving the wealth management professionals recommend information and public information. We will act as the reference of market confidence when the crisis occurs again through investors’ risk tolerance. The data period contains the monthly economic and financial indexes from January, 2009 to December, 2012.The independent variables include Euro dollar ,US dollar index, New Taiwan dollar, Taiwan weighted stock index, gold price, West Texas Intermediate oil and fear index. Whereas the dependent variable is the fund investment stock. We apply quantile regression model to analyze the relationship between depend variables and independent variable. Empirical results show that there are significant differences for the independent variables to the fund stock under different quantiles.
| Identifer | oai:union.ndltd.org:TW/101MCU05389013 |
| Date | January 2013 |
| Creators | Ming-Hsiao Tsai, 蔡明孝 |
| Source Sets | National Digital Library of Theses and Dissertations in Taiwan |
| Language | zh-TW |
| Detected Language | English |
| Type | 學位論文 ; thesis |
| Format | 69 |
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