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: | Wei-Lin Liou, 劉韋麟 |
---|---|
Other Authors: | Chau-Jung Kuo |
Format: | Others |
Language: | zh-TW |
Published: |
2016
|
Online Access: | http://ndltd.ncl.edu.tw/handle/7rp36v |
Similar Items
-
The Relationship Between Spot Exchange Rate and Forward Exchange Rate
by: Liau-Yu Cheng, et al.
Published: (2001) -
Re-examine the Spot Exchange Rates and the Forward Exchange Rates by Stochastic cointegration
by: Ya-Win Lin, et al.
Published: (2004) -
The Impact of Policy Announcement on Stock Price, Spot Exchange Rate and Forward Exchange Rate
by: Shu-Ching Cheng, et al.
Published: (2009) -
Target Zone on Spot and Forward Exchange Rate Markets
by: Liaw Shwu Yi, et al.
Published: (1996) -
Is the Forward Exchange Rate Able to Predict the Spot Rate? - An Application to the Euro
by: Diogo Matos Almeida
Published: (2019)