亞洲無本金遠期匯率市場蔓延效果之研究

The impact of own-country and cross-border events on asset markets is an important subject. We examine the co-movement of conditional volatilities in Korean won, Chinese yuan and Taiwanese dollar NDF markets. Using a multivariate GARCH model, we test whether the announcement of Chinese yuan’s appr...

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Bibliographic Details
Main Authors: 蕭旨芳, Hsiao,Chih-Fang
Language:英文
Published: 國立政治大學
Subjects:
NDF
Online Access:http://thesis.lib.nccu.edu.tw/cgi-bin/cdrfb3/gsweb.cgi?o=dstdcdr&i=sid=%22G0093357022%22.