The Dominant Reverse Factors of Exchange Rate by Logistic Regression Model / 主導匯率反轉因子之分析:羅吉斯迴歸模型之應用

碩士 / 輔仁大學 / 經濟學研究所 / 98 / The thesis discusses the dominant reverse factors of exchange rate using the macroeconomic news indexes and technical analysis by Logistic Regression model. Our results indicate the unexpected news does not have significant explanatory before/after the Financial Tsunami. However, the technical analysis could explain reverse point better.

Identiferoai:union.ndltd.org:TW/098FJU00389003
Date January 2010
CreatorsYEN-YING LIU, 劉燕穎
ContributorsShow-Lin Chen, 陳秀淋
Source SetsNational Digital Library of Theses and Dissertations in Taiwan
Languagezh-TW
Detected LanguageEnglish
Type學位論文 ; thesis
Format42

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