Tests for a unit root in the real exchange rate:the cases of Taiwan''s foreign exchange market

Tests for a unit root in the real exchange rate:the cases of Taiwan''s foreign exchange market

碩士 === 東海大學 === 統計學系 === 85 ===

Bibliographic Details
Main Authors:	Wei, Sung-jen, 魏嵩仁
Other Authors:	Chen Hwei-Mei
Format:	Others
Language:	zh-TW
Published:	1997
Online Access:	http://ndltd.ncl.edu.tw/handle/07310677803048040504

Similar Items

The impacts of Exchange rates on GDP growth rate:The case of Vietnam
by: Nguyen Ngoc Hanh, et al.
Published: (1012)

A Study of the Relationship Between Stock Price and Exchange Rate：The Evidence of Taiwan and Its Asian Trading Countries
by: Chao, Su-Hui, et al.
Published: (2013)

Bayesian Unit Root Test – Application for Exchange Rate Market
by: Siang-kai Liao, et al.
Published: (2008)

Tax Administration Efficiency and Economic Growth Rate：The Case of Taiwan
by: Chin-HuiHsiao, et al.
Published: (2016)

US-China Economic and Trade Relationship In the Issue of Renminbi (RMB) Exchange Rate：The view of Alexander Wendt Social Constructionism
by: Chang, Po-Wei, et al.
Published: (2012)

The Study on the interactions of Taiwan''s Gold Market and Foreign Exchange Market
by: CHEN, YUNG-JEN, et al.
Published: (1997)

a reexamination of foreign exchange market efficiency - application of panel unit root test with structural breaks
by: Yi-Hao Hsu, et al.
Published: (2009)

The Foreign Exchange Market in the United States
by: Yu-lian Lin, et al.
Published: (2006)

Empirical research of the exchange rate overshooting model on foreign exchange market of Taiwan
by: SHIH,CHIH-CHANG, et al.
Published: (2006)

FOREIGN EXCHANGE MARKET MICROSTRUCTURE: THE CASE OF TAIWAN FOREIGN EXCHANGE MARKET
by: LEE CHU-CHUN, et al.
Published: (2007)

A study on the behavior of volatility of USD/NTD exchange rate in Taipei foreign exchange market:application in EGARCH model
by: Chia-jen Chan, et al.

Exchange Rate Target Zone and Foreign Exchange Market Disturbance
by: 鄭宛靜
Published: (2010)

The Requirements to Utilize Forward Instrument to Enhance Foreign Exchange Market Uncertainty with Real Exchange Rate Approach
by: hossein bastan zade, et al.
Published: (2017-01-01)

Model of Taiwan Bond Interest Rate：the comparison of MAR-GARCH model and Markov switch model
by: CHUANG , CHIN-CHUN, et al.
Published: (2007)

The Investigation of Foreign Exchange Rate and Stock Market in Taiwan
by: Tuyen-Tran Thi, et al.
Published: (2017)

Efficiency Tests in Foreign Exchange Market
by: Yi Hsien Lee, et al.
Published: (2012-06-01)

Efficiency Tests in Foreign Exchange Market
by: Yi Hsien Lee, et al.
Published: (2012-01-01)

The Cointegration Test of Foreign Exchange Market
by: Lin, Yun-yung, et al.
Published: (1993)

The microstructure of foreign exchange rate and foreign exchange rate formation
by: Vučković Vladimir
Published: (2005-01-01)

The Theory and Evidence of Excessive Volatility on Exchange Rate-The Case of Taiwan Foreign Exchange Market
by: Shin-Wen Lai, et al.
Published: (2005)

Information Asymmetry in the Foreign Exchange Market: Effect on Exchange Rate Changes
by: Kun-hsuan Ho, et al.
Published: (2012)

An Impact of Employee Stock Option on Corporate Performance and Turnover Rate:The Case on SEC of Electronic
by: Hung-jr Liang, et al.
Published: (2007)

Foreign exchange rate and financial market imperfections
by: Dong, Xue
Published: (2018)

Impacts of macroeconomic announcements on spreads in the foreign exchange market
by: Fu-Jen Tsai, et al.
Published: (2010)

Forecasting accuracy of forward exchange rates and the efficiency of the market for foreign exchange : an inquiry into the performance of the foreign-exchange forecasting industry /
by: Bilik, Erdogan
Published: (1982)

Forecasting accuracy of forward exchange rates and the efficiency of the market for foreign exchange : an inquiry into the performance of the foreign-exchange forecasting industry
by: Bilik, Erdogan
Published: (1982)

The Study of the Impacts of Expected and Unexpected Volatility on the Returns of Exchange Rate for Taiwan Foreign Exchange Market
by: Bo-Wei Weng, et al.
Published: (2012)

Testing for speculative bubbles in foreign exchange markets
by: Weerapana, Akila
Published: (1993)

Testing for Monetary Model of the Exchange Rate Determination: The Application of Nonlinear Covariate Unit Root Test
by: Chang, Yuan-Ru, et al.
Published: (2014)

Autocorrelation、Heteroskedasticity and Efficiency tests of Taiwan Foreign Exchange Market
by: Min-Chun Liu, et al.
Published: (1998)

Efficiency of Foreign Exchange Market in Taiwan: An Application of the Profitability Tests
by: Po-Yuan Wang, et al.
Published: (2013)

The Influences of Domestic Macroeconomic Variables and Foreign Exchange Rates on the Exchange Rate of Taiwan
by: Tsai, Mintai, et al.
Published: (2012)

The relationship between foreign investment, stock market and exchange market under the Central Bank foreign exchange rate intervention
by: 王宣博
Published: (2014)

Forward market efficiency and foreign exchange rate determination.
by: Lin, Jigeng.
Published: (1994)

Foreign Lending and Exchange-rate Regime Collapse
by: Huang, wei-zen, et al.
Published: (1997)

On Predictability in the Taiwan Foreign Exchange Market
by: Yun-Shan Dai, et al.
Published: (2010)

The test on the long equilibrium of real exchange rate
by: Jun-sheng Ho., et al.
Published: (1995)

THE VOLATILITY SPILLOVER BETWEEN NTD,JPY AND EUR FOREIGN EXCHANGE MARKET.
by: CHANG LI JEN, et al.
Published: (2005)

Assessing Drawdown-at-Risk in Brazilian Real Foreign Exchange Rates
by: Vinicius Ratton Brandi, et al.
Published: (2004-12-01)

Foreign Institutional Investors and Foreign Exchange Market: Evidence from Taipei Foreign Exchange Market
by: Yi-ho Chien, et al.
Published: (2010)