The Effects on Exchange Rate Returns and Volatilities Caused by Major Events

碩士 === 國立臺灣科技大學 === 財務金融研究所 === 105 === The purpose of this paper is to study the effects on exchange rate return and volatility caused by major events happened in the past six years and to analyze the hedging ability of the four subject currencies, Japanese Yen, Swiss Franc, US Dollar and Euro. The...

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Bibliographic Details
Main Authors: Hung-Chou Yang, 楊鴻洲
Other Authors: Wei-Chung Miao
Format: Others
Language:zh-TW
Published: 2017
Online Access:http://ndltd.ncl.edu.tw/handle/b8583j