A Research Study of Factors Affecting the Changes of Taiwan Exchange Rate
| Autor: | WU,MEI-HUA, 吳美華 |
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| Rok vydání: | 2016 |
| Druh dokumentu: | 學位論文 ; thesis |
| Popis: | 104 This study attempts to search determining factors affecting Taiwan exchange rate, and to identify different influential factors between pre and post financial Tsunami periods. The research data is collected from Jan. 2005 to Jul. 2015. Statistical analyses include Pearson correlation and multiple regression models. The empirical findings are summarized as follows: First, net export and total export show a significant positive effect on Taiwan exchange rate. Total import has a significant negative impact on Taiwan exchange rate. Second, CPI shows significant negative effect in all periods; while Interest rates and money supply show significant negative effect in post financial Tsunami period. Third, the British pound presents significant positive effect on Taiwan exchange rate in full sample; while the Japanese yen presents moderate significant positive impact in pre-financial Tsunami period, indicating the impact of Japanese yen on Taiwan exchange rate is declining in post financial Tsunami period. |
| Databáze: | Networked Digital Library of Theses & Dissertations |
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