Does Term Spread Predict the Swings in Exchange Rate?
碩士 === 國立臺灣大學 === 經濟學研究所 === 100 === This paper follows the emprical models from Chen (2011), using monthly data from 12 developed country to predict the swings in exchange rate (major trends in depreciation or appreiation). In our research, term spread is treated as the key variable to construct th...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/47310528074634280013 |