Exchange Rate Volatility Contagion during Global Financial Crisis: An Empirical Study of Asian Countries
碩士 === 國立高雄應用科技大學 === 國際企業研究所 === 102 === In this study we use daily data of exchange rate from January 2, 2006 to December 31, 2009 to examine whether there is an asymmetry effect on the exchange rate volatility of Asian countries during the global financial crisis. We apply GJR-GARCHX Model to che...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2014
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| Online Access: | http://ndltd.ncl.edu.tw/handle/f73ngb |