Evaluate the Dynamics of Domestic and Forward Exchange Rate Spreads and Bond Spreads: Evidence from Northeast Asia and Southeast Asia
碩士 === 東海大學 === 財務金融學系 === 106 === This study takes six countries in Northeast Asia and Southeast Asia as the research object, discusses the dynamic relationship between exchange rate and bond spread, and uses the bivariate DCC-GARCH model to analyze whether there are differences in information tran...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2018
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| Online Access: | http://ndltd.ncl.edu.tw/handle/pdfq5j |