Thesis (Ph. D.)--Western Michigan University, 2006. / Includes bibliographical references (leaves 132-145).

Thesis (M.B.A.)--University of Hong Kong, 1994. / Includes bibliographical references (leaves 94-95).

No description available.

by Wai-Man Leung. / Thesis (M.Phil.)--Chinese University of Hong Kong, 1998. / Includes bibliographical references (leaves 107-112). / Abstract also in Chinese. / Chapter 1 --- Introduction --- p.1 / Chapter 1.1 --- Problems of Cointegration Analysis --- p.1 / Chapter 1.2 --- Contributions of this Research --- p.2 / Chapter 1.3 --- Applications of this Research --- p.3 / Chapter 1.4 --- Organization of this Thesis --- p.3 / Chapter 2 --- Foreign Exchange Features --- p.5 / Chapter 2.1 --- Spot Exchange Rate Markets --- p.5 / Chapter 2.2 --- Development of International Monetary System --- p.6 / Chapter 2.3 --- Determinants of Foreign Exchange Rates --- p.7 / Chapter 2.4 --- Description of Foreign Exchange Data --- p.9 / Chapter 3 --- Literature Overview --- p.17 / Chapter 3.1 --- Model Selection --- p.17 / Chapter 3.2 --- Line and Curve Detection......................................................' --- p.20 / Chapter 3.3 --- Concluding Remarks --- p.23 / Chapter 4 --- Regression by Minor Component Analysis --- p.24 / Chapter 4.1 --- Regression by Ordinary Least Squares --- p.24 / Chapter 4.2 --- Regression by Total Least Squares --- p.27 / Chapter 4.3 --- The comparison of PCA and MCA --- p.28 / Chapter 4.4 --- Experiment 4A : Regression on Artifical Data --- p.29 / Chapter 4.5 --- Experiment 4B : Regression on FX Data --- p.30 / Chapter 4.6 --- Concluding Remarks --- p.32 / Chapter 5 --- Cointegration Test by Minor Component Analysis --- p.33 / Chapter 5.1 --- Concept of Cointegration --- p.33 / Chapter 5.2 --- MCA Based Cointegration Test --- p.34 / Chapter 5.3 --- Experiment 5B : Cointegration Test on FX Data --- p.36 / Chapter 5.4 --- Concluding Remarks --- p.38 / Chapter 6 --- Model Selection by Minor Component Analysis --- p.44 / Chapter 6.1 --- Hypothesis Test on Minor Component Coefficients --- p.44 / Chapter 6.2 --- Experiment 6B : Forward Selection on FX Data --- p.46 / Chapter 6.3 --- Experiment 6B : Backward Elimination on FX Data --- p.50 / Chapter 6.4 --- Experiment 6C : MCA Based Selection on FX Data --- p.53 / Chapter 6.5 --- Concluding Remarks --- p.54 / Chapter 7 --- Cointegration by Modular MCA --- p.55 / Chapter 7.1 --- Ordinary Modular MCA Based Cointegration --- p.56 / Chapter 7.2 --- Experiment 8A : OMMCA on Artificial Data --- p.58 / Chapter 7.3 --- Experiment 8B : OMMCA on FX Data --- p.63 / Chapter 7.4 --- Variable-Dependent Modular MCA Method --- p.71 / Chapter 7.5 --- "Experiment 8C : VMMCA on Artificial Data," --- p.73 / Chapter 7.6 --- Experiment 8D : VMMCA on FX Data --- p.80 / Chapter 7.7 --- Adaptive Modular MCA Based Cointegration --- p.89 / Chapter 7.8 --- Experiment 8E : AMMCA on Artificial Data --- p.90 / Chapter 7.9 --- Experiment 8F : AMMCA on FX Data --- p.94 / Chapter 7.10 --- Concluding Remarks --- p.103 / Chapter 8 --- Conclusions and Future Works --- p.105

Shik Chun Sing. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2005. / Includes bibliographical references. / Abstracts in English and Chinese. / Abstract --- p.2 / Acknowledgements --- p.4 / Chapter Chapter 1 --- Introduction --- p.6 / Chapter Chapter 2 --- Literature review --- p.11 / Chapter Chapter 3 --- Data and methodology --- p.15 / Chapter Chapter 4 --- Results of national currencies with the U.S. dollar --- p.25 / Chapter Chapter 5 --- Results of cross-rates --- p.39 / Chapter Chapter 6 --- Discussion and conclusion --- p.52 / Appendix --- p.54 / References --- p.106

This paper attempts to test the cross-country efficiency in the foreign exchange market for four countries in East Asia : Taiwan, South Korea, Japan and China,whose values of industrial output are the top four in Asia. This paper use time series methods to test whether the cointegration relations exist or not in U.S. dollar spot exchange market of the four countries . This paper use two econometric models : 2 X 1 VAR model to test mutual co-integration and 4 X 1 VAR model to test co-movements for the foreign exchange rates of the four countries. Additionally, the models includes ARCH effects for the error terms.The empirical results mostly show that there are no cointegration relationships between four countries' spot exchange rates . Based on above results as well as Granger's perspective to the market efficiency of speculative assets in 1986, this study concludes that the hypothesis of cross country efficiency holds for these four countries' foreign exchange market.

Thesis (doctoral)--University of Giessen, 2008. / Includes bibliographical references (p. 217-244).

Thesis (Ph. D.)--Lehigh University, 1999. / Includes vita. Bibliography: leaves 136-144.

Thesis (Ph. D.)--Ohio State University, 2004. / Title from first page of PDF file. Document formatted into pages; contains xiii, 121 p.; also includes graphics (some col.) Includes bibliographical references (p. 117-121). Available online via OhioLINK's ETD Center

Thesis (Ph. D.)--West Virginia University, 2009. / Title from document title page. Document formatted into pages; contains ix, 88 p. Vita. Includes abstract. Includes bibliographical references (p. 75-78).