The Spillover Effect of Official Intervention in The Foreign Exchange Market during The Financial Crisis Period : A Case Study of Japan

碩士 === 國立雲林科技大學 === 財務金融系碩士班 === 101 === This paper was to examine the relationship between exchange rate fluctuations and intervention effects of Bank of Japan on exchange rate fluctuations.The research was based on the Generational Autocorrelation Conditional Heteroskedasticity Model (GARCH) model...

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Bibliographic Details
Main Authors: Yun-Fang Ting, 丁韻方
Other Authors: Ai-Chi Hsu
Format: Others
Language:zh-TW
Published: 2013
Online Access:http://ndltd.ncl.edu.tw/handle/81819513314656683907