Market Fundamentals, Factor Model, and Exchange Rate Forecasting
碩士 === 國立中央大學 === 經濟學研究所 === 98 === In this study, we combined factor models with traditional fundamental models (including purchasing power parity model, Taylor rule model, monetary model, uncovered interest parity model), using out of sample forecast and bootstrap test to find that RMSPE of exchan...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/10832810469462162049 |