Pre-Crisis, Crisis and Post-Crisis Volatility of the NTD/USD and NTD/EUR
碩士 === 國立成功大學 === 國際經營管理研究所 === 102 === In this paper, Quantile Regression and GARCH methodology are used to analyze the volatility of the Taiwan currency market and also look at the effects of macroeconomic news on these exchange rates. The purpose of doing this research is to answer key questions...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2014
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| Online Access: | http://ndltd.ncl.edu.tw/handle/66113398404682796305 |