東協五國匯市報酬率與波動性因果關係研究
碩士 === 淡江大學 === 管理科學學系 === 87 === This paper examines the Granger causality of returns and volatilities among currency markets of Southeast Asian nations(Singapore、Indonesia、Malaysian、Philippine and Thailand) in the period between 1995 January and 1998 August. We use unit root test、vector autoregres...
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
1999
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/14518083787356838957 |