The Impact of Foreign Exchange Rate Risk on Index Return in Taiwan－An Application of CGARCH and GARCH Model－
碩士 === 國立臺北大學 === 合作經濟學系 === 93 === The main purpose of this study is to detect the impact of foreign exchange rate risk on daily index return of eight Taiwan sector from Jan. 1, 2000 to Dec. 31, 2004. That is, this dissertation is to investigate the significant first-moment exposure when contempora...
| 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/77769136467638144676 |