Effective Exchange Rate Forecasting Models and Comparison Hedging Performance
碩士 === 國立政治大學 === 金融研究所 === 101 === This study provides five exchange rate models to predict future exchange rate (UIP,PPP,MF,Taylor rule and asymmetric Taylor rule). We illustrate these methods by assessing the forecasting performance of five exchange rate models using monthly returns on TWD/US dol...
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| Format: | Others |
| Language: | zh-TW |
| Online Access: | http://ndltd.ncl.edu.tw/handle/42145187287505289030 |