An Analysis for the Effect of Raw Material Index on Exchange Rate Volatility
碩士 === 國立雲林科技大學 === 財務金融系碩士班 === 99 === This paper focuses on the influence of raw material index on material producing countries exchange rate. Using GARCH and regression model, this study covers from Jan. 1st, 2008 to Dec. 31st, 2010 and uses four currencies as samples (Australian Dollar, Brazilia...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/30941437245432454746 |