Covered Interest Rate Arbitrage In Taiwan -An Enpirical Use Of Error Correction Mechanism
碩士 === 淡江大學 === 財務金融學系 === 87 === The purpose of this thesis is to examine the long-run equilibrium relationship and short-run dynamic adjustive relationship among the spot exchange rate, forward exchange rate, borrowing interest rate ,and lending interest rate by using Engle and Granger two stages...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
1999
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| Online Access: | http://ndltd.ncl.edu.tw/handle/41185382461408045296 |