Revisiting the Dynamic Linkage in USD/Euro, Yen/USD,and USD/BP Exchange Rates
碩士 === 樹德科技大學 === 金融與風險管理系碩士班 === 100 === This research uses the statistical methods proposed by Rahbek and Mosconi(1998), Granger(1969), and Pesaran and Shin(1998) to investigate the dynamic linkage between USD/Euro, Yen/USD, and USD/BP rates under the influence of exogenous variables such as RMB/U...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/54791220483163421840 |