How foreign capital flows affect equity and foreign exchange markets? -The case of Asia emerging markets

碩士 === 國立成功大學 === 財務金融研究所 === 97 === The purpose of this article is to explore the relationship between capital flows, foreign exchange markets, and foreign equity returns. We utilize Vector Autoregression models (VAR) and simultaneous estimation models to test these interrelationships. From the re...

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Bibliographic Details
Main Authors: Jian-long Lin, 林建龍
Other Authors: Tza-shr Wang
Format: Others
Language:en_US
Published: 2009
Online Access:http://ndltd.ncl.edu.tw/handle/08822369006637507752