Recursive Cointegration Analysis of Foreign Exchange Market Stability: An Application for China and ASEAN-5
碩士 === 國立高雄應用科技大學 === 金融資訊研究所 === 102 === This study explores whether the foreign exchange markets of China and the ASEAN-5 countries present structural breaks, and in that event we further examine the forward exchange rate unbiasedness hypothesis (FRUH) using recursive cointegration analysis. The e...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2014
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| Online Access: | http://ndltd.ncl.edu.tw/handle/qxr66h |