CFCT Commitments of Traders Reports: Empirical Analysis and Strategies for Foreign-Exchange Investors

碩士 === 東海大學 === 財務金融學系碩士在職專班 === 104 === This paper links data from the Commitments of Traders (COT) Report released weekly by the US Commodity Futures Trading Commission (CFTC) with movements in EUR/USD and USD/JPY exchange rates and examines whether the three position indicators that include the t...

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Bibliographic Details
Main Authors: LIN,MING-HUNG, 林明宏
Other Authors: HUANG,CHEN-JUI
Format: Others
Language:zh-TW
Published: 2016
Online Access:http://ndltd.ncl.edu.tw/handle/99v7en