The Impact of Exchange Rate Volatility on Exports-Evidence from Taiwan’s Exports to United States, Japan and China

碩士 === 國立臺灣大學 === 國際企業學研究所 === 99 === This paper analyses the influence of exchange rate volatility on the real exports of Taiwan to United States, Japan and China. GARCH models are used to generate a measure of exchange rate volatility. We adopt the ADF unit root test to examine whether the variabl...

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Bibliographic Details
Main Authors: Hsiao-Pei Chen, 陳筱佩
Other Authors: Jyh-Dean Hwang
Format: Others
Language:zh-TW
Published: 2011
Online Access:http://ndltd.ncl.edu.tw/handle/68179940446609248987