Currency Crisis and the Arbitrage of NDF:An Empirical Study of Five Countries in Asia

碩士 === 國立高雄應用科技大學 === 金融資訊研究所 === 100 === The main purpose of this paper is to investigate the efficiency of foreign exchange market over the period of currency crisis in five Asian Countries, applying the data of non-deliverable forwards market(NDF) to test it. The empirical results show: First , a...

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Bibliographic Details
Main Authors: YU-YA HUANG, 黃郁雅
Other Authors: Mei-Se Chien
Format: Others
Language:zh-TW
Published: 2012
Online Access:http://ndltd.ncl.edu.tw/handle/92184819085181664704