The Dynamic Relationship Between Stock Prices and Exchange Rates: the Empirical Evidence of Taiwan Stock Market.
碩士 === 淡江大學 === 財務金融學系 === 87 === The aim of this paper is to test the relationship of financial series of stock returns and foreign exchange rates. In conventional econometric models, the variance of the disturbance term is assumed to be constant. However, recent researches demonstrate that many ec...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
1999
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/15534954496012126569 |