Exchange Rate Predictability under the Central Bank’s Intervention︰the Cases of NTD and KRW
碩士 === 國立高雄大學 === 應用經濟學系碩士班 === 108 === The goal of this study is to analyze whether adding the central bank intervention variable in the money-income model of the exchange rate will improve model’s explanatory power and out-of-sample predictability against the random walk model. We use monthly data...
| 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/863s46 |