The Effect of U.S.A. Quantitative Easing Monetary Policy on ASEAN-5 Countries' Exchange Rates
| Autor: | Yu-Jung Chen, 陳昱蓉 |
|---|---|
| Rok vydání: | 2014 |
| Druh dokumentu: | 學位論文 ; thesis |
| Popis: | 102 This paper investigates the impact of U.S Quantitative Easing Monetary Policy on ASEAN-5 countries’exchange rates from 2008 to 2012. I apply event study to investigate whether there are significant abnormal returns in ASEAN-5 countries’ exchange rates. The empirical results show that the five markets’ exchange rates have abnormal returns. The third round of quantitative easing creates the most significant impact on ASEAN-5 countries’exchange rates. |
| Databáze: | Networked Digital Library of Theses & Dissertations |
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