Re-examine the Spot Exchange Rates and the Forward Exchange Rates by Stochastic cointegration
碩士 === 國立中山大學 === 經濟學研究所 === 92 === There are gradually prosperous trades in foreign exchange markets, agents could hedge, speculate and arbitrage in markets. Market efficiency and whether future spot rates could be predicted by forward rates are worthy of investigate. Hakkio and Rush (1989) demonst...
| Main Authors: | , |
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| Format: | Others |
| Language: | en_US |
| Published: |
2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/84852302303486789269 |