A Study on the Co-movements of NTD and East Asian Currencies.
碩士 === 國立臺灣科技大學 === 財務金融研究所 === 105 === The main purpose of this study is to analyze the co-movements of NTD and East Asian currencies, which including JPY, KRW, CNY, and CNH by applying Granger Causality Test and VAR Model. The sample period runs from January 3, 2011 to June 30, 2016, yielding 1,40...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2016
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/00905549552501534797 |