The quantile regression analysis of the relationship between Taiwan stock market and foreign exchange market
碩士 === 國立成功大學 === 財務金融研究所 === 97 === Previous researches had showed two effect about the NT dollar exchange rate volatility to the return of Taiwan Weighted Stock Index. In the short run, there is positive effect between the two factors which is affect by the flow of hot money. In the long run it is...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/20825764476613215236 |