The Impact of Foreign Investment Opening Policy on Volatility of NT dollar Exchange Rate

碩士 === 國立中興大學 === 企業管理學系 === 85 === The impact of foreign investment opening policy on the volatility of NTdollar excange rate has been seriously debated recently. This paper uesesintervention model to investigate how the opening policy will affect exchan...

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Main Authors: Liao, Chia-chen, 廖家甄
Other Authors: Y.J. Goo
Format: Others
Language:zh-TW
Published: 1997
Online Access:http://ndltd.ncl.edu.tw/handle/03197521011735950177
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spelling ndltd-TW-085NCHU11210062015-10-13T12:15:17Z http://ndltd.ncl.edu.tw/handle/03197521011735950177 The Impact of Foreign Investment Opening Policy on Volatility of NT dollar Exchange Rate 外資開放政策對新臺幣波動性之影響 Liao, Chia-chen 廖家甄 碩士 國立中興大學 企業管理學系 85 The impact of foreign investment opening policy on the volatility of NTdollar excange rate has been seriously debated recently. This paper uesesintervention model to investigate how the opening policy will affect exchangerate of NT to $US,Pounds, Yen,Mark and H.K. dollar. The conclusion are as follows: 1.Foreign investment holding ratio has influence on Yen with 5-period lagged effect. 2.Different opening periods have different long-term and short-term effect on exchange rate. 3.Outliers do exist. 4.Foreign investment opening policy do not lead to more volatile foreign exchang rate. Y.J. Goo 古永嘉 1997 學位論文 ; thesis 80 zh-TW
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description 碩士 === 國立中興大學 === 企業管理學系 === 85 === The impact of foreign investment opening policy on the volatility of NTdollar excange rate has been seriously debated recently. This paper uesesintervention model to investigate how the opening policy will affect exchangerate of NT to $US,Pounds, Yen,Mark and H.K. dollar. The conclusion are as follows: 1.Foreign investment holding ratio has influence on Yen with 5-period lagged effect. 2.Different opening periods have different long-term and short-term effect on exchange rate. 3.Outliers do exist. 4.Foreign investment opening policy do not lead to more volatile foreign exchang rate.
author2 Y.J. Goo
author_facet Y.J. Goo
Liao, Chia-chen
廖家甄
author Liao, Chia-chen
廖家甄
spellingShingle Liao, Chia-chen
廖家甄
The Impact of Foreign Investment Opening Policy on Volatility of NT dollar Exchange Rate
author_sort Liao, Chia-chen
title The Impact of Foreign Investment Opening Policy on Volatility of NT dollar Exchange Rate
title_short The Impact of Foreign Investment Opening Policy on Volatility of NT dollar Exchange Rate
title_full The Impact of Foreign Investment Opening Policy on Volatility of NT dollar Exchange Rate
title_fullStr The Impact of Foreign Investment Opening Policy on Volatility of NT dollar Exchange Rate
title_full_unstemmed The Impact of Foreign Investment Opening Policy on Volatility of NT dollar Exchange Rate
title_sort impact of foreign investment opening policy on volatility of nt dollar exchange rate
publishDate 1997
url http://ndltd.ncl.edu.tw/handle/03197521011735950177
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