The Cointegration Relationship between Foreign Exchange Rate and Stock Price Index with Evaluating the Hedging Effectiveness of Portfolio: Empirical Evidence in ASEAN-5.
碩士 === 東吳大學 === 會計學系 === 103 === This paper investigates the relationship between foreign exchange rate and stock price index of ASEAN-5, which include Singapore, Malaysia, Thailand, Indonesia and the Philippines. First, we investigate the long-term cointegration relationship between foreign exchang...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2015
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| Online Access: | http://ndltd.ncl.edu.tw/handle/kd69b6 |