The Influences of NDF, US Dollar Index, and Interest Rates on USD/NTD:The Empirical Study of the Financial Crisis

碩士 === 國立臺北大學 === 企業管理學系 === 98 === This study aims to study the issue of USD/NTD spot exchange rates. In the research, we use US Dollar Index, 30 days USD/ NTD NDF Swap Point, LIBOR rate, and CP2 rate as independent variables, and we use VAR and Granger Causality Test to examine the relationship be...

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Bibliographic Details
Main Authors: WANG,HSING–MEI, 王幸玫
Other Authors: GOO,YEONG-JIA
Format: Others
Language:zh-TW
Published: 2010
Online Access:http://ndltd.ncl.edu.tw/handle/31546538419343133462