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...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2008
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Online Access: | http://ndltd.ncl.edu.tw/handle/46079884245843639633 |