A STUDY OF SPECULATIVE BUBBLES IN FOREIGN EXCHANGE MARKET-AN APPLICATION OF REGIME SWITCHING MODEL
碩士 === 南華大學 === 財務金融學系財務管理碩士班 === 96 === This research primarily applied Markov Switching model to investigate the speculative bubbles in exchange markets, using exchange rate data from Taiwan, Japan and U.K. In general, the Markov Switching model can file remedy the void of the past studies which...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/26743431281456871473 |