A Study on the Forecasting Ability of Different Maturity in Exchange Rates Markets: Evidences for Five Northeast Asian Countries
碩士 === 東海大學 === 財務金融學系碩士在職專班 === 101 === This paper aims to explore the forecasting ability of forward exchange rates (DF) under different term structures, including 30, 60 ,90 and 120 terms, for five countries of North-East Asia ( Taiwan, China, Singapore, and Korea, and Japan ), covering the study...
Main Authors: | Hung Feng-Kuei, 洪豐貴 |
---|---|
Other Authors: | Dr.Kai Li, Wang |
Format: | Others |
Language: | zh-TW |
Published: |
2013
|
Online Access: | http://ndltd.ncl.edu.tw/handle/dtt3b4 |
Similar Items
-
Relationships among Exchange Rates of Five Asian Major Countries — Evidence from Asian Financial Crisis
by: Jen-Te Wu, et al. -
Asian country exchange rate forecasts- A Markov-switching approach
by: Ya-Tin Hu, et al.
Published: (2009) -
An Empirical Evidence on Exchange Rate Linkage of East Asian Countries
by: Ruan, Po Yao, et al.
Published: (2015) -
Asian Exchange Rate Forecasts Based on Exchange Rate Factor Model
by: Chen, Ju-Hsin, et al.
Published: (2018) -
Real Interest Rate Parity in the Northeast Asian countries:Evidence from the Quantile Unit Root Test
by: Naranbaatar Batbayar, et al.
Published: (2016)