Testing exchange rate bubbles using switching regression model

碩士 === 淡江大學 === 產業經濟學系 === 85 === We test exchange rate - New Taiwan dollar measured relative to U.S. dollar- rational bubbles from Taiwan''s forward exchange rate market reopening till 1996. Using test policy of van Norden (1996) to verify...

Full description

Bibliographic Details
Main Authors: Fang, Po-Hong, 方博弘
Other Authors: Wan Jer-Yuh
Format: Others
Language:zh-TW
Published: 1997
Online Access:http://ndltd.ncl.edu.tw/handle/40010891638129082560