Speculative and hedging trading in the currency JPY futures market: The role of investor sentiment

碩士 === 銘傳大學 === 財務金融學系碩士班 === 107 === Tornell and Yuan ‘s (2012) study shows that the peaks and the troughs of net positions are efficient predictors to the spot exchange rates, but other variables, such as sentiment in-dicator, are less correlated with future fluctuations in exchange. This research...

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Bibliographic Details
Main Authors: CHANG, YI-PAO, 張藝寶
Other Authors: LEE, HSIU-CHUAN
Format: Others
Language:zh-TW
Published: 2019
Online Access:http://ndltd.ncl.edu.tw/handle/993tz5