Random Walk Hypothesis in Exchange Rate Reconsidered
碩士 === 國立臺灣大學 === 經濟學研究所 === 90 === The Capital Movement Intensity(CMI) index is constructed from hypothetical optimal investment decisions via the mean-variance analysis. An empirical nominal exchange rate model that includes CMI index as an additional regressor del...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2002
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| Online Access: | http://ndltd.ncl.edu.tw/handle/58680877566811509603 |