碩士 / 國立雲林科技大學 / 財務金融系碩士班 / 99 / This research focuses the impact of exchange rate volatility on Taiwan’s exports before and after financial tsunami. Using GARCH model the volatility of exchange rate is estimated in the beginning, following by export equation for further calculation. We use monthly data covers from JAN., 2005 to FEB., 2011 in this study.
Taiwan is a county which highly depend on export trading and tend to be affected by sub-prime mortgage crisis. The empirical study shows that exchange rate volatilities do have effect on Taiwan’s exports.
| Identifer | oai:union.ndltd.org:TW/099YUNT5304067 |
| Date | January 2011 |
| Creators | Shu-Mei Hsu, 徐淑美 |
| Contributors | none, 胥愛琦 |
| Source Sets | National Digital Library of Theses and Dissertations in Taiwan |
| Language | zh-TW |
| Detected Language | English |
| Type | 學位論文 ; thesis |
| Format | 41 |
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