Stability of the Foreign Exchange Market - An Empirical Study
碩士 === 國立高雄應用科技大學 === 金融資訊研究所 === 94 === This paper differs from previous studies by examining the issue of whether regime changes have broken down the stability of the foreign exchange market. To employ the unit root tests of Zivot and Andrews(1992) and the cointegration tests of Gregory and Hansen...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2006
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/85431200591280023504 |