Forecast of Future Spot Exchange Rates from Current Currency Futures Prices
碩士 === 國立高雄第一科技大學 === 金融營運所 === 94 === ABSTRACT In this thesis, use the daily data on Japanese yen, British pound, Swiss franc futures contracts traded on Chicago Mercantile Exchange and the US dollar futures contract traded on Tokyo Financial Exchange over the interval from January 1996 to August 2...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/58975062790016772463 |