An Analysis of the Risk and Return of Dual Currency Deposits
碩士 === 逢甲大學 === 風險管理與保險研究所 === 99 === This paper analyzes the return-risk profile of dual currency deposits. By using a five-year historical exchange rate data between U.S. dollar and Australia dollar, and using the Block Bootstrapping Simulation, the return distributions of some dual currency depos...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/76910359776086558141 |