Hot Money and Smart Money Effect in International Capital Flows on the Volatility of Foreign Exchange Market
碩士 === 國立臺中科技大學 === 財務金融研究所碩士班 === 104 === This study investigates the impact of international capital flows. We apply the ICSS algorithm to identify the volatile periods and stable periods of foreign exchange market, and then distinguish the hot money effect and the smart effect by analyzing the ca...
| 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/vg4y8s |