A Study of the Spread on Forward Exchange Rate vs. Spot Exchange Rate: An Empirical Application of Lucas Consumption Model and Markov Regime Switcing Model
碩士 === 國立中山大學 === 財務管理學系研究所 === 104 === The power of a currency reflect a country''s economic strength. A country in the international community is considered to have high economic strength , its currency belongs to the strong side in foreign exchange market. In this paper, we use...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2016
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| Online Access: | http://ndltd.ncl.edu.tw/handle/7rp36v |