Structural Change on the Correlation of Interest Rate by Wavelet Analysis: A Case Study for Taiwan Insurance Market
碩士 === 逢甲大學 === 統計學系統計與精算碩士班 === 101 === This paper proposes a Wavelet methodology to determine the structural break dates for interest rate data in Taiwan. The break dates coincide with the interest rate hikes caused by the Central Bank’s monetary policy of increasing foreign saving reserves during...
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| Format: | Others |
| Language: | en_US |
| Published: |
2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/eae836 |