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...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2013
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Online Access: | http://ndltd.ncl.edu.tw/handle/81819513314656683907 |