182083
博碩士論文
Yi-jen Lin, 林怡蓁
碩士 / 國立雲林科技大學 / 財務金融系碩士班 / 101 / This research examines the co-movements of Asian exchange rate markets,including Japan, Malaysia, Singapore, Thailand and Taiwan. This paper divide the sample period into three subgroups; whole sample period (January 3, 2005 to May 31, 2012), pre-crisis (January 3, 2005 to May 25, 2007) and post-crisis (May 28, 2007 to May 31, 2012). We use Unit Root Tests, Granger Causality Test and Vector Autoregressive model (VAR). According to the Granger Causality Test, in t...