investigates the interrelationships of foreign exchange rate among JPY, KRW, TWD, and CNY.

碩士 === 國立中正大學 === 財務金融所 === 98 === Abstract This article investigates the interrelationships of foreign exchange rate among JPY, KRW, TWD, and CNY. Cointegration, vector autoregressive model (VAR) and vector error correction model(VECM)are used to analyzed in this study. The main findings in this st...

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Bibliographic Details
Main Authors: Vincent Wu, 巫士毅
Other Authors: Wen-Chang Lin)
Format: Others
Language:zh-TW
Published: 2010
Online Access:http://ndltd.ncl.edu.tw/handle/94288819225396230135