The effect of capital flow on foreign exchange risk in emerging equity markets
碩士 === 國立成功大學 === 財務金融研究所 === 101 === This study examines effects of equity flows to volatility attributable to exchange rate fluctuations and correlations between US/local equity market return attributable to exchange rate fluctuations in emerging markets. Volatilities and correlations are obtained...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/38689390432625823150 |