Efficiency of Foreign Exchange Market in Taiwan: An Application of the Profitability Tests

碩士 === 國立臺灣大學 === 經濟學研究所 === 101 === This paper uses exchange rates of the U.S. dollar (USD)、 Japanese yen (JPY)、British pound (GBP)、Swiss franc (SFr)、Australian dollar (AUD) and Canadian dollar (CAD), relative to new Taiwan dollar (NTD), to test the efficient market hypothesis. The period of stud...

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Bibliographic Details
Main Authors: Po-Yuan Wang, 王柏元
Other Authors: Chien-Fu Lin
Format: Others
Language:zh-TW
Published: 2013
Online Access:http://ndltd.ncl.edu.tw/handle/95406903264857234967