Exchange rate forecasting during and after the financial crisis in Taiwan

碩士 === 國立政治大學 === 金融研究所 === 103 === This thesis evaluates out-of-sample exchange rate predictability of Taylor rule models and fundamental models, such as Purchasing Power Parity models, monetary models and interest rate differential models, using the USD/NTD exchange rate with real-time data during...

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Bibliographic Details
Main Authors: Hsieh, Chung, 謝仲
Other Authors: 林建秀
Format: Others
Language:en_US
Online Access:http://ndltd.ncl.edu.tw/handle/63666095496852660521