Efficient Market and Exchange Rate Volatility Transmission Within and Across Countries
碩士 === 淡江大學 === 財務金融學系 === 89 === First, this paper utilizes cointegration test to investigate the market efficiency among the spot and forward exchange rates of the five countries: Germany, the United Kingdom, France, Japan and Canada. Secondly, we examine the time-varying volatility and the volati...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2001
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| Online Access: | http://ndltd.ncl.edu.tw/handle/11098520165973800278 |