The Dynamic Relationship among Currency Carry-trade ETF(DBV), S&P ETF and VIX

碩士 === 銘傳大學 === 財務金融學系碩士班 === 104 === According to the BIS annual foreign exchange market report, from 2005 to 2006, global liquidity is very abundant , due to the interest rate arbitrage between currencies. It can be said , every bull market myth behind the stock market from the crude oil futures t...

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Bibliographic Details
Main Authors: Liu, Kuei-Fang, 劉桂芳
Other Authors: Lee,Hsiu-Chuan
Format: Others
Language:zh-TW
Published: 2016
Online Access:http://ndltd.ncl.edu.tw/handle/66194455562393360880