The Strategy Analysis among Interest Rate, Exchange Rates and Foreign Institutional Investment
碩士 === 大葉大學 === 國際企業管理學系碩士班 === 99 === This research employs VAR models, impulse response function. Results of this empirical research show that(1)there is a bidirectionalcausal feedback relationship between net foreign investment dollar and the Exchange Rates, as well as between net foreign investm...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/85817043881841837860 |
| Summary: | 碩士 === 大葉大學 === 國際企業管理學系碩士班 === 99 === This research employs VAR models, impulse response function. Results of this empirical research show that(1)there is a bidirectionalcausal feedback relationship between net foreign investment dollar and the Exchange Rates, as well as between net foreign investment dollar and U.S.-Taiwan interest rate difference.(2)It is evident from outcomes of the impulse response function net foreign investment dollar and the Exchange Rates receive the greatest level of response from their own
shocks.(3)Exchange rates exert a negative influence on both net foreign investment dollars and the Exchange Rates. Moreover, U.S.-Taiwan interest rate difference has a positive influence on net foreign investment dollars.
|
|---|