An Empirical Study of Currency Exchange Rates via the VaR Models

碩士 === 國立臺灣大學 === 經濟學研究所 === 96 === Exchange rates play an important role in the international trade, so how to manage the exchange rate risk well is an essential topic to financial institutes, enterprises and even the investors. The main purpose of this study is to apply the concept of VaR to excha...

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Bibliographic Details
Main Authors: Ming-Hsiang Wang, 王明祥
Other Authors: Chien-Fu Lin
Format: Others
Language:zh-TW
Published: 2008
Online Access:http://ndltd.ncl.edu.tw/handle/46079884245843639633