The Evaluation of Exchange Rate Risk of Main Foreign Currencies in Taiwan-An Application of DSFM Model

碩士 === 中興大學 === 企業管理學系所 === 94 === This research evaluate the main currency exchange rate risk of Taiwan using exchange rates between Taiwan and main trading counterparties. The base currency of exchange rates were transformed from USD into NTD and ICVI, then using ARCH model, full valuation methods...

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Bibliographic Details
Main Authors: Shu-Wei Hsu, 許書維
Other Authors: 蘇明俊
Format: Others
Language:zh-TW
Published: 2006
Online Access:http://ndltd.ncl.edu.tw/handle/50056618728923477023