The First and Second Moment Foreign Exchange Rate Exposure of Main Foreign Currencies for Taiwan Stock Returns

碩士 === 國立中興大學 === 企業管理學系所 === 95 === The impact of exchange rate risk on stock returns has received considerable attention in the academic literature. Previous researches which examined exchange rate changes have concentrated solely on the first moment, ignoring the second moments, whereas this thes...

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Bibliographic Details
Main Authors: Chia-Ting Liu, 劉家婷
Other Authors: Min-Jiun Su
Format: Others
Language:zh-TW
Published: 2007
Online Access:http://ndltd.ncl.edu.tw/handle/02341207214116902079