Efficiency of Foreign Exchange Market in Taiwan: An Application of the Profitability Tests
碩士 === 國立臺灣大學 === 經濟學研究所 === 101 === This paper uses exchange rates of the U.S. dollar (USD)、 Japanese yen (JPY)、British pound (GBP)、Swiss franc (SFr)、Australian dollar (AUD) and Canadian dollar (CAD), relative to new Taiwan dollar (NTD), to test the efficient market hypothesis. The period of stud...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2013
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Online Access: | http://ndltd.ncl.edu.tw/handle/95406903264857234967 |