An Empirical Study of Currency Momentum and Contrarian Strategies in the Foreign Exchange Market
碩士 === 國立臺北大學 === 經濟學系 === 107 === This study studies the momentum effect and reversal effect in the foreign exchange market. The data has 38 countries currency from February 1985 to August 2017. In addition to the research methods of De Bondt and Thaler (1985) and Menkhoff et al. (2012), this paper...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2019
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| Online Access: | http://ndltd.ncl.edu.tw/handle/a2auw9 |