How foreign capital flows affect equity and foreign exchange markets? -The case of G7
碩士 === 國立成功大學 === 財務金融研究所 === 97 === We study the interrelationship between capital flows, stock returns and exchange rates returns in G7 from 1998 to 2007. This article develop a simultaneous equations model and then use VAR framework to gain further insights into the dynamic interactions between t...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2009
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/12875885023576272164 |