A Reexamination of Market Efficiency for Asian Exchange Rate
碩士 === 逢甲大學 === 財稅所 === 93 === It is necessary to forecast the trend of the exchange rate to provide investors hedging instruments. This study applies cointegration test and panel cointegration test to investigate market efficiency among daily spot and forward exchange rate of eight countries. For w...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2005
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| Online Access: | http://ndltd.ncl.edu.tw/handle/42474805111143242466 |