The influence of NDF to the indepence structure between foreign exchange markets: The case of Japan, Korea, China, Hong Kong, Thailand, Singapore, Malaysia, Indonesia and Taiwan.
碩士 === 國立臺灣科技大學 === 財務金融研究所 === 92 === The difference between financial markets is an widely studied issue in past years. However, the prior study and econometric models focus on the “degree” of the dependence. For example, the correlation between U.S.-Europe is higher than U.S.—Japan. Comparing to...
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2004
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/36606498722349206229 |