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