The study on information transmissions and their efficiency of daily transactions of foreign exchange market in Taiwan
碩士 === 國立臺北大學 === 企業管理學系碩士在職專班 === 96 === The study on daily transactions volatility plays an important role in the market microstructure theory. In this paper, we observed the pattern of variety and volatility of returns of foreign exchange market in Taiwan. We also analyzed the rule of information...
Main Authors: | Chien-Lung Hsu, 許建隆 |
---|---|
Other Authors: | Ruey-Shan Wu |
Format: | Others |
Language: | zh-TW |
Published: |
2008
|
Online Access: | http://ndltd.ncl.edu.tw/handle/88144145683201497198 |
Similar Items
-
The Impact of Information on Volatility in Taiwan''s Foreign Exchange Market
by: Ju-Wen Hsu, et al.
Published: (2002) -
The Study of Foreign Exchange and Total Market Risk for Taiwan Life Insurance Companies under The Foreign Exchange Reserve
by: Pei-Lung Hsu, et al.
Published: (2012) -
Influence of Transaction Costs on Foreign Exchange Option Contracts: Intra-Daily Tests
by: Ariful Hoque, et al.
Published: (2010-07-01) -
The Research for Legal Mechanism of Foreign Exchange Administration and Transaction in Taiwan
by: Chia-Wen Hsieh, et al.
Published: (2007) -
An Efficiency Test of Foreign Exchange Market in New Emerging Economies
by: Hsu, Pi-Chuan, et al.
Published: (2014)