The relationship of RMB exchange rate and stock return on Taiwan market: A case of ETF’s benchmark stock index
碩士 === 銘傳大學 === 經濟學系碩士在職專班 === 99 === This study discusses Granger causality of daily NT/CNY price return rate and Taiwan’s stock price return rate, NT/CNY and eight Polaris ETF tracking index of subjects. The during from October 01, 2005 to September 30, 2010, we employ the Unit Root Test, Granger...
| 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/46353221624859563824 |