The Analysis Of The Relationship Between Exchange Rate And Interest Rate Before And After The Financial Crisis

碩士 === 世新大學 === 經濟學研究所(含碩專班) === 102 === This study examines the dynamic relationship between interest rate and exchange rate before and after the financial crisis in 2007. We employ CP2 rate（RCP2）and NT rate（RNT）to analyze them by using Unit Root test, Johensen Co-integration test, VAR model, VECM...

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Bibliographic Details
Main Authors:	Ming-Ching Yen, 顏明清
Other Authors:	Ji Chou
Format:	Others
Language:	zh-TW
Published:	2014
Online Access:	http://ndltd.ncl.edu.tw/handle/56520142871912448078

id	ndltd-TW-102SHU05389004
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spelling	ndltd-TW-102SHU053890042016-07-02T04:20:38Z http://ndltd.ncl.edu.tw/handle/56520142871912448078 The Analysis Of The Relationship Between Exchange Rate And Interest Rate Before And After The Financial Crisis 探討金融風暴前後匯率與利率之關聯性分析 Ming-Ching Yen 顏明清碩士世新大學經濟學研究所(含碩專班) 102 This study examines the dynamic relationship between interest rate and exchange rate before and after the financial crisis in 2007. We employ CP2 rate（RCP2）and NT rate（RNT）to analyze them by using Unit Root test, Johensen Co-integration test, VAR model, VECM model and Granger Causality test. Our empirical results are as below：（1）RCP2 and RNT have the characteristics of time series;（2）RCP2 and RNT are both stationary series;（3） Both RCP2 and RNT are interference during the pre-financial crisis ;（4）After the financial crisis, RCP2 and RNT influence each other. Ji Chou 周濟 2014 學位論文 ; thesis 58 zh-TW
collection	NDLTD
language	zh-TW
format	Others
sources	NDLTD
description	碩士 === 世新大學 === 經濟學研究所(含碩專班) === 102 === This study examines the dynamic relationship between interest rate and exchange rate before and after the financial crisis in 2007. We employ CP2 rate（RCP2）and NT rate（RNT）to analyze them by using Unit Root test, Johensen Co-integration test, VAR model, VECM model and Granger Causality test. Our empirical results are as below：（1）RCP2 and RNT have the characteristics of time series;（2）RCP2 and RNT are both stationary series;（3） Both RCP2 and RNT are interference during the pre-financial crisis ;（4）After the financial crisis, RCP2 and RNT influence each other.
author2	Ji Chou
author_facet	Ji Chou Ming-Ching Yen 顏明清
author	Ming-Ching Yen 顏明清
spellingShingle	Ming-Ching Yen 顏明清 The Analysis Of The Relationship Between Exchange Rate And Interest Rate Before And After The Financial Crisis
author_sort	Ming-Ching Yen
title	The Analysis Of The Relationship Between Exchange Rate And Interest Rate Before And After The Financial Crisis
title_short	The Analysis Of The Relationship Between Exchange Rate And Interest Rate Before And After The Financial Crisis
title_full	The Analysis Of The Relationship Between Exchange Rate And Interest Rate Before And After The Financial Crisis
title_fullStr	The Analysis Of The Relationship Between Exchange Rate And Interest Rate Before And After The Financial Crisis
title_full_unstemmed	The Analysis Of The Relationship Between Exchange Rate And Interest Rate Before And After The Financial Crisis
title_sort	analysis of the relationship between exchange rate and interest rate before and after the financial crisis
publishDate	2014
url	http://ndltd.ncl.edu.tw/handle/56520142871912448078
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The Analysis Of The Relationship Between Exchange Rate And Interest Rate Before And After The Financial Crisis

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