Foreign Institutional Investors and Foreign Exchange Market: Evidence from Taipei Foreign Exchange Market
碩士 === 國立中央大學 === 財務金融研究所 === 98 === This thesis investigates the relation across NTD/USD exchange rate, trading volume in the Taipei foreign exchange market, and buy-sell imbalance of foreign institutional investors, by using a trivariate vector autoregressive (VAR) model. Moreover, I also study th...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/99478849568117422591 |