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Title: 匯率波動與外匯干預
Exchange Rate Volatility and Central Bank Intervention
Authors: 謝柏笙
Contributors: 林馨怡
Keywords: 匯率波動
Date: 2015
Issue Date: 2015-10-01 14:24:21 (UTC+8)
Abstract: 本文章使用 Lin (2010) 的動態追蹤資料分量迴歸(DPQR)來分析匯率波動與外匯干預之間的關係。此外,本文更探討新興市場國家與非新興市場國家樣本間外匯干預對匯率波動的影響。實證結果發現,匯率波動較低時與外匯干預較不具有顯著的正向關係,然而當匯率波動較高時則與外匯干預呈現顯著
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Description: 碩士
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Data Type: thesis
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