Study on the Nonlinear Effect of Exchange Rate Volatility on the NAV of Oversea Investment Funds – Stock Fund vs. Bond Fund

碩士 === 淡江大學 === 全球華商經營管理數位學習碩士在職專班 === 99 === This study applies panel smooth transition regression model to investigate the effect of exchange rate variation on the net asset values (NAV) of two kinds of oversea fund, stock and bond, respectively. The variables used in our empirical analysis includ...

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Bibliographic Details
Main Authors: Mei-Chi Chang, 張美琪
Other Authors: Chien-Chung Nieh
Format: Others
Language:zh-TW
Published: 2011
Online Access:http://ndltd.ncl.edu.tw/handle/95200768021915378544