Quantile Regression with Rolling Model Analysis of Exchange Rate Exposure
碩士 === 國立中山大學 === 財務管理學系研究所 === 101 === This paper examines the importance of unexpected CNY/USD exchange rate impacts on S&;P 500 stock returns during the period 2002 - 2012 and the asymmetric exchange rate exposure phenomenon in response to currency appreciation and depreciation. More specific...
| 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/93411110824438487576 |