重要事項 Import Notes

重要事項 Import Notes
修習國際金融專題學生,
請務必參見 課程網頁維護重要事項 Import Notes
Registered students MUST see the Import Notes

2011-10-02

The forward premium anomaly and the trend behavior of the exchange rates

Department of Economics, University of Texas at San Antonio, San Antonio, TX 78249-0633, USA

The forward premium anomaly and the trend behavior of the exchange rates

國貿碩一 10092021 林沅德

重點摘要Summar(by Alex)

n 基本理論:遠期溢酬以及時間行為下的匯率

研究方法(估計，檢定，指標)與邏輯

1. Augmented Dickey-Fuller(ADF)

2.Regression

n 需要的統計數據

1. 即期匯率(per US dollar)

2. 利率(US dollar)

n 主要實證結果

1.加上趨勢項的工業城市比沒有趨勢項的工業城市顯著結果較小，應該可以看出沒有趨勢項遠期溢酬相對於即期變化有影響。

n 困難處或遭遇問題

欲探討的問題，稍為複雜使讀者有些許困惑。
樣本為10個國家但在table裡有11個國家，有點匪夷所思。
感謝老師的細心指導

n 有用的參考文獻

時間序列分析 經濟與財務上之應用 楊亦農 著 雙葉書廊出版

張貼者： 於
標籤： , , ,

1 則留言:

林小葦 提到...

你好~^^~
文獻來源的內容與格式不對喔!!~請參考公告中的範例
謝謝~^^~

10/25/2011 06:49:00 下午

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PO 文注意事項 (Notes about your posts required for this course)

每位同學必需建立與維護 2 個網頁: (updated on 2010.9.19)
Every registered student MUST post and maintain TWO pages at this site.

1. 你的期末報告想要仿照的原始 paper 重點摘要頁, 見 [範例]
A summary of the paper you choose to follow in your term-project. (see a suggestive [summary example ]).

2. 你的學習紀錄頁, 見 [範例]
A "learning weblog" of your progress during this course (see [example]). This example is demonstrative rather than required to conform to.

3. 記得每一頁要在頁尾處輸入你的「標籤」, 包含學號後5碼, 名字或暱稱, 和 其它你自訂的關鍵字, 例 ADF、共整合、PPP、等
When you edit your pages, be sure to write appropriate "Tags" (as many as you wish) (around the bottom of editing screen) for your posted pages to let me identify your required contributions. The tags should at least include your last 5-digit student ID and keywords about the page.

4. 請同學在你所選的 paper 加上標籤:「已選」
If you have already decided a paper to follow and post a page for it. Please be sure to attach that page a specific tag named "selected or 已選." It is of course possible that two or more students may choose the same paper to follow as their term-project. BUT only one of them can be authorized to follow the specific paper. The decision will be based on a first-come-first-serve rule. That is, the one who posts the summary page of a paper gets the first priority to follow that paper posted with a tag named"selected" paper .

5. 在你的 學習紀錄頁加上標籤:「學習記事」
Don't forget to stick a tag "weblog" with your "learning weblog" page in addition to your last 5-digit student ID.


== Posted on 2009.10.05 ==
請同學在你所選的 paper 加上標籤:「已選」
在你的 學習紀錄頁加上標籤:「學習記事」