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題名:The Dynamic Behavior of Forward and Spot Foreign Exchange Rate: the New Taiwan Dollar Case
書刊名:經濟論文
作者:Chen,Yueh H.
出版日期:1992
卷期:20:1
頁次:頁243-266
原始連結:連回原系統網址new window
相關次數:
  • 被引用次數被引用次數:期刊(0) 博士論文(0) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:0
  • 共同引用共同引用:12
  • 點閱點閱:13
期刊論文
1.Layard, M. W. J.(1973)。Robust large-sample tests for homogeneity of variances。Journal of the American Statistical Association,68(341),195-198。  new window
2.Hsu, D. A.(1977)。Tests for Variance Shift at an Unknown Time Point。Applied Statistics,26,279-284。  new window
3.Brown, M. B.、Forsythe, A. B.(1974)。Robust Tests for the Equality of Variances。Journal of the American Statistical Association,69(346),364-367。  new window
4.吳中書(19880300)。臺灣美元遠期外滙市場效率性之檢定。經濟論文,16(1),79-112。new window  延伸查詢new window
5.Zellner, A.(1962)。An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias。Journal of the American Statistical Association,57,348-368。  new window
6.Cornell, B.(1977)。Spot rates, forward rates and exchange market efficiency。Journal of Financial Economics,5,55-65。  new window
7.Bartlett, M. S.(1937)。Properties of Sufficiency and Statistical Tests。Proceedings of the Royal Society of London, Series A,160,268-282。  new window
8.Bartlett, M. S.、Kendall, D. G.(1946)。The Statistical Analysis of Variance-Heterogeneity and the Logarithmic Transformation。Supplements to the Journal of the Royal Statistical Society,8(1),128-138。  new window
9.Chiang, T. C.、Chiang, M. C.(1987)。Forward Rate, Spot Rate, and Market Efficiency: An Empirical Analysis of the Japanese Yen。Review of Business and Economic Research,22,57-67。  new window
10.Edwards, S.(1982)。Exchange Rates and 'News': A Multi-Currency Approach。Journal of International Money and Finance,1,211-224。  new window
11.Fabozzi, F. J.、Francis, J. C.(1978)。Beta as a Random Coefficient。Journal of Financial and Quantitative Analysis,13,101-116。  new window
12.Frenkel, J. A.(1978)。Purchasing Power Parity: Evidence from the 1920's。Journal of International Economics,12,161-191。  new window
13.Giddy, I. H.、Dufey, G.(1975)。The Random Behavior of Flexible Exchange Rates: Implications for Forecasting。Journal of International Business Studies,6,1-33。  new window
14.Hildreth, C.、Houck, J. P.(1968)。Some Estimators for a Linear Model with Random Coefficients。Journal of the American Statistical Association,63,584-595。  new window
15.Hsieh, David A.(1984)。Tests of Rational Expectations and No Risk Premium in Forward Exchange Markets。Journal of International Economics,17(1/2),173-184。  new window
16.Levich, R. M.(1979)。Are Forward Exchange Rates Unbiased Predictors of Future Spot Rates?。Columbia Journal of World Business,14,49-61。  new window
17.Lin, W. T.、Chen, Y. H.、Boot, J. C.(1992)。The Dynamic and Stochastic Instability of Betas: Implications for Forecasting Stock Returns。Journal of Forecasting,11(6),517-541。  new window
18.Portor, M. G.(1971)。A Theoretical and Empirical Framework for Analyzing the Term Structure of Exchange Rate Expectations。IMF Staff Papers,18,613-645。  new window
19.Singh, B.、Nagar, A. L.、Choudhry, N. K.、Raj, B.(1976)。On the Estimation of Structural Change: A Generalization of the Random Coefficients Regression Model。International Economic Review,17,340-361。  new window
20.Fama, Eugene F.(1984)。Forward and Spot Exchange Rates。Journal of Monetary Economics,14(3),319-338。  new window
學位論文
1.陳愛修(1990)。外匯市場效率性之檢定--世界各主要貨幣之實證(碩士論文)。國立政治大學。  延伸查詢new window
2.蔡宏洲(1986)。臺灣遠期外匯市場效率性之研究(碩士論文)。東海大學。  延伸查詢new window
3.黃桂香(1988)。我國外匯市場效率性之研究--臺灣外匯管制開放前後之比較分析(碩士論文)。國立成功大學。  延伸查詢new window
圖書
1.Box, G. E. P.、Jenkins, G. M.(1976)。Time Series Analysis: Forecasting and Control。Holden-Day。  new window
2.Theil, Henri(1971)。Principles of Econometrics。New York:John Wiley & Sons。  new window
圖書論文
1.Boot, J. C. G.、Chen, Y. H.、Lin, W. T.(1989)。Beta Instability: Implications for Forecasting Stock Returns。Business and Economic Statistics Section Proceedings of the American Statistical Association。  new window
 
 
 
 
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