| Summary: | 碩士 === 國立臺北大學 === 統計學系 === 92 === Volatility of exchange rate increases the uncertainty of profitability. Foreign exchange rate derivatives provide the hedging tool for the clients to keep their profits from the eroding of the volatility of exchange rate and reduce the risks of foreign exchange. And, forward exchange is one of those key hedging tools.
This study provides the forward exchange clients with the reference for predicting the gain- or- loss of the operating by collecting the market information, allocating the statistic model, and studying the major variables (or characters) on affecting the operating performance. By abstracting the main factor — “scale of business” from Factor Analysis to further discuss and analyze the other variables by using Profit Regression and Logistic Regression analysis, this study is expected to come up with the results of stable forward exchange operating behaviors and standards.
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