Lai Wing Sze. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2000. / Includes bibliographical references (leaves 76-81). / Abstracts in English and Chinese. / ENGLISH ABSTRACT --- p.i / CHINESE ABSTRACT --- p.ii / ACKNOWLEDGEMENT --- p.iii / TABLE OF CONTENTS --- p.iv / LIST OF TABLES --- p.vi / LIST OF ILLUSTRATIONS --- p.vii / LIST OF APPENDICES --- p.viii / Chapter CHAPTER 1 --- INTRODUCTION --- p.1 / Chapter CHAPTER 2 --- LITERATURE REVIEW --- p.6 / Chapter 2.1 --- Theoretical Contributions to the Literature --- p.6 / Chapter 2.1.1 --- Negative Hypothesis --- p.6 / Chapter 2.1.2 --- Positive Hypothesis --- p.3 / Chapter 2.2 --- Empirical Contributions to the Literature --- p.9 / Chapter 2.2.1 --- Investigation of Various Types of Trade Flows --- p.10 / Chapter 2.2.1.1 --- Investigation of Multilateral Trade Flows --- p.11 / Chapter 2.2.1.2 --- Investigation of Bilateral Trade Flows --- p.12 / Chapter 2.2.1.3 --- Investigation of Sectoral Trade Flows --- p.13 / Chapter 2.2.2 --- Estimation of Exchange Rate Volatility --- p.14 / Chapter 2.2.3 --- Stationarity of Variables --- p.16 / Chapter 2.2.4 --- Methodology of Estimation --- p.17 / Chapter CHAPTER 3 --- ESTIMATION OF EXCHANGE RATE VOLATILITY --- p.19 / Chapter 3.1 --- Methodology of Estimation of ARCH Model --- p.20 / Chapter 3.2 --- Estimation Results of Real Effective Exchange Rate Volatility --- p.23 / Chapter CHAPTER 4 --- METHODOLOGY OF EMPIRICAL ANALYSIS --- p.27 / Chapter 4.1 --- Unit Root Test --- p.27 / Chapter 4.1.1 --- Augmented Dickey-Fuller (ADF) Test --- p.28 / Chapter 4.1.2 --- Phillips-Perron (P-P) Test --- p.29 / Chapter 4.2 --- Zivot and Andrews (ZA) Test --- p.30 / Chapter 4.3 --- Cointegration and Error-Correction Mechanism --- p.32 / Chapter 4.3.1 --- Concept of Cointegration --- p.33 / Chapter 4.3.2 --- Cointegration Test and Error-Correction Model --- p.33 / Chapter CHAPTER 5 --- MODEL SPECIFICATION AND DATA ISSUES --- p.38 / Chapter 5.1 --- Model Specification --- p.38 / Chapter 5.2 --- Hypothesis of the Signs of Variables --- p.40 / Chapter 5.3 --- Data Issues --- p.41 / Chapter CHAPTER 6 --- EMPIRICAL EVIDENCE AND ANALYSIS --- p.46 / Chapter 6.1 --- Empirical Evidence of Investigation of Multilateral Trade Flows --- p.46 / Chapter 6.2 --- Empirical Evidence of Investigation of Bilateral Trade Flows --- p.56 / Chapter CHAPTER 7 --- CONCLUSION --- p.65 / APPENDICES --- p.68 / BIBLIOGRAPHY --- p.76
| Identifer | oai:union.ndltd.org:cuhk.edu.hk/oai:cuhk-dr:cuhk_323258 |
| Date | January 2000 |
| Contributors | Lai, Wing Sze., Chinese University of Hong Kong Graduate School. Division of Economics. |
| Source Sets | The Chinese University of Hong Kong |
| Language | English, Chinese |
| Detected Language | English |
| Type | Text, bibliography |
| Format | print, viii, 81 leaves : ill. ; 30 cm. |
| Coverage | Taiwan, Taiwan |
| Rights | Use of this resource is governed by the terms and conditions of the Creative Commons “Attribution-NonCommercial-NoDerivatives 4.0 International” License (http://creativecommons.org/licenses/by-nc-nd/4.0/) |
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