Autor:	Shu-wen Wang, 王淑雯
Rok vydání:	2015
Druh dokumentu:	學位論文 ; thesis
Popis:	103 The main objective of this paper is to build NTD-USD Exchange Rate Forecasting Models and evaluate their Investment performance. The research objects are NTD-USD Exchange Rate, 3-Month U.S. Treasury bill rate, U.S. Consumer Price Index, Taiwan M1B balance, Taiwan foreign exchange reserves, Taiwan Wholesale Price Index and Taiwan Capitalization Weighted Stock Index. The period is from July 1997 to March 2015 by using monthly data. This study applied Augmented Dickey-Fuller Test, Multiple Regression Analysis, Chow Test and Moving Windows Method. Finally identify two better subsamples of investment models and test their investment performance.
Databáze:	Networked Digital Library of Theses & Dissertations
Externí odkaz:	http://ndltd.ncl.edu.tw/handle/daktnt Zobrazit plný text záznamu