Title page for etd-0521118-223722


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URN etd-0521118-223722
Author Chi Yin
Author's Email Address No Public.
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Department Master of Global Human Resource Management
Year 2017
Semester 2
Degree Master
Type of Document
Language English
Title Interdependence and Financial Contagion: Evidence in Taiwan
Date of Defense 2018-06-26
Page Count 39
Keyword
  • Financial contagion
  • Global Financial Crisis
  • Industries interdependence
  • Financial sector
  • Granger causality
  • Abstract We have discovered that all the 29 non-financial industries in Taiwan share a strong interdependence with the financial sector with high statistical significance; furthermore, only 9 out of 29 non-financial industries are exposed to contagion effects spread from the financial sector. Surprisingly, the Oil, Gas, and Electricity are not exposed to the contagion effects from the financial sector in Taiwan which is completely different from what Baur (2012) has found. Papermaking in Taiwan does not granger cause any other 29 industries which are also different from the evidence found by Wang (2010). However, Sea Transport granger causes 9 out of 29 industries during the financial crisis period.
    Advisory Committee
  • Pei-Fen Chen - chair
  • Chang-Chiang Chin - co-chair
  • Y. Chris Liao - advisor
  • Chih-Wei Wang - advisor
  • Files
  • etd-0521118-223722.pdf
  • Indicate in-campus at 5 year and off-campus access at 5 year.
    Date of Submission 2018-06-23

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