A Study on U.S. Dollar Spot and Forward Exchange Market Efficiency, Price-Volume Relationship and Trading Behavior in Taiwan: An Application of GARCH, FIGARCH and HYGARCH Models
碩士 === 朝陽科技大學 === 財務金融系碩士班 === 94 === The aim of this study is to U.S. dollar spot and forward exchange market efficiency, price-volume patterns and trading behavior in Taiwan. This thesis employs NTD/USD spot and 1-month forward exchange rate, forward bid and ask, trading volumes from May 28 1998 t...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/50932618320307263097 |