AKalmanFilterApproachtoEstimatingthePremiumofTaiwanForwardExchangeRates

碩士 === 國立政治大學 === 經濟研究所 === 93 === The forward exchange are divided into deliverable forward(DF) and non-deliverable forward(NDF) exchange in Taiwan . NDFs are foreign exchange derivative products traded over the counter. The parties of the NDF contract settle the transaction, not by delivering the...

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Bibliographic Details
Main Author: 賴錦明
Other Authors: 沈中華
Format: Others
Language:en_US
Online Access:http://ndltd.ncl.edu.tw/handle/61124875560242757144