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政大機構典藏 > 商學院 > 國際經營與貿易學系 > 學位論文 > Item 140.119/87477

Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/87477

Title:	台幣匯率趨勢預測表現之研究 Evaluating the Forecasting Performance of Several Models of Exchange Rate Dynamics:The Case of New Taiwan Dollar
Authors:	吳宜璋 Wu, Yi Jang
Contributors:	郭炳伸 Kuo, Biing Shen 吳宜璋 Wu, Yi Jang
Keywords:	匯率共積馬可夫轉轍模型樣本外預測價格充份調整貨幣模型實質利率差模型 Exchange Rate Cointegration Markov Switching Model out-of-sample forecasting FLMA model RID model
Date:	1995
Issue Date:	2016-04-28 14:42:02 (UTC+8)
Abstract:	我國自民國68年成立外匯市場以來，積極的推動經濟國際化與自由化，由於台灣對外經貿依存度相當的高，國際貿易是我國經濟發展的趨動力，而匯率扮演著經貿活動關鍵的角色，因而對匯率走勢的預測與掌握，乃成為管理外匯風險的首要工作。
Description:	碩士國立政治大學國際經營與貿易學系 83351011
Source URI:	http://thesis.lib.nccu.edu.tw/record/#B2002002740
Data Type:	thesis
Appears in Collections:	[國際經營與貿易學系 ] 學位論文

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