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Autor:
Huang, Ping Hsiang, 黃品翔
105
This paper is based on the model of three-factors foreign exchange returns. So we test whether three-factors FX model which adds the factor of momentum can have stronger ability to explain currency excess return than two-factors FX model in
This paper is based on the model of three-factors foreign exchange returns. So we test whether three-factors FX model which adds the factor of momentum can have stronger ability to explain currency excess return than two-factors FX model in
Externí odkaz:
http://ndltd.ncl.edu.tw/handle/5hhvp8
Autor:
黃品翔, Huang, Ping Hsiang
本研究主要是以「外匯報酬三因子模型」為基礎，故先檢視在本樣本期間內(1985/2至2016/10) ，以雙分類法將37國主流貨幣分為9個投組後，外匯超額報酬解釋力，是否會因加入動能策略因子形成
Externí odkaz:
http://thesis.lib.nccu.edu.tw/cgi-bin/cdrfb3/gsweb.cgi?o=dstdcdr&i=sid=%22G1043520161%22.
Publikováno v:
2013 International Conference on Signal-Image Technology & Internet-Based Systems; 2013, p731-736, 6p
