A Study of Price Discovery between U.S. Dollar Implied Exchange Rate and Spot Exchange Rate
碩士 === 淡江大學 === 財務金融學系碩士班 === 99 === This thesis aims to investigate the price discovery, information transmission and volatility spillovers in the U.S. dollar implied exchange rate from GDF and TGF and spot exchange rate based on adopting the bivariate VECM-GARCH(1,1), VECM, and information share (...
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| Format: | Others |
| Language: | zh-TW |
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100
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| Online Access: | http://ndltd.ncl.edu.tw/handle/73502708342447717187 |