The Effect of Interest Differential and Stock Index on the Exchange Rate – A Quantile Approach
碩士 === 國立高雄第一科技大學 === 財務管理研究所 === 99 === This paper study the effect of movements of interest differential and stock index on the exchange rate. The empirical period is from 2001 to 2010 and divided by the financial crisis in 2007. Granger causality test shows that movement of stock index does grang...
| 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/23985477935954259309 |