A Study on the Dynamic Factors of Excess Return in Foreign Exchange Markets
碩士 === 東海大學 === 財務金融學系 === 105 === This study examines the excess return generated by the gap between forward and spot rate in foreign exchange markets. Using maximum likelihood estimation and DCC GARCH Model, this study aims at identifying the dynamic factors of DF and NDF excess return in four...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2017
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| Online Access: | http://ndltd.ncl.edu.tw/handle/8ruqxt |