The Cointegration Among Tokyo, London, New York Yen/Dollar currency Market
碩士 === 中原大學 === 國際貿易研究所 === 100 === The main purposes of research are the co-integration of return of the yen - dollar exchange rate among Tokyo, London, New York FX market. The research period from Jan. 4, 1994 to Apr. 27, 2011, using the empirical analysis of Vector Autoregressions Model, Impulse...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/96112390347511344308 |