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: | Zhi-pei Chang, 張資北 |
---|---|
Other Authors: | Sheue-fuh Liang |
Format: | Others |
Language: | zh-TW |
Published: |
2008
|
Online Access: | http://ndltd.ncl.edu.tw/handle/26743431281456871473 |
Similar Items
-
Testing for speculative bubbles in foreign exchange markets
by: Weerapana, Akila
Published: (1993) -
Essays on speculative attacks on fixed exchange rate regimes, speculative bubbles and endogenous switching regime estimation
by: Sola, Martin
Published: (1991) -
The Study of Speculative Bubbles and Risk Premiums in Taiwan Foreign Exchange Market-An Application of Kalman Filter
by: LEE CHI JEAN, et al.
Published: (2005) -
Towards a model of speculation in the foreign exchange market
by: Hayward, Rob
Published: (2013) -
Rational Speculative Bubbles in Iran Informal Exchange Rate and Currency Crisis: Time-varying probabilities Markov regime switching approach
by: Ali Tayebnia, et al.
Published: (2019-11-01)