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Dissertations / Theses on the topic 'Interbank foreign exchange market'

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Published: 30 May 2022

Last updated: 31 July 2025

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1

De, Angelis Catherine. "The functioning of the interbank market and its significance in the transmission of monetary policy." Thesis, Rhodes University, 2013. http://hdl.handle.net/10962/d1008054.

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Monetary policy in South African is the primary means by which the authorities can influence activity in the overall economy. The South African Reserve Bank accommodates banks through repo transactions for which they charge the repo rate. The most important market in the transmission of the repo rate to the rest of the economy is the interbank market. As such, a detailed discussion of this market is given. In September 200 I the monetary authorities made certain adjustments to the repo system of accommodation, which included changing the repo rate from a floating rate to a fixed rate that woul

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2

Зеленська, М. І. "Дослідження фрактальних властивостовей міжбанківського валютного ринку України". Thesis, Українська академія банківської справи Національного банку України, 2011. http://essuir.sumdu.edu.ua/handle/123456789/63170.

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У тезах розглянуті питання застосування теорії фракталів до аналізу міжбанківського валютного ринку України. Автором представлені результати визначення фрактальної розмірності міжбанківського ринку України на основі методу нормованого розмаху.<br>Questions of application of the theory of fractals to the analysis of interbank foreign exchange market of Ukraine were examined in theses. Results of the determination of fractal dimension of the interbank market of Ukraine on the basis of Rescaled Range Analysis were presented by the author.

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3

Chan, Kin-pun. "Market revolution : the path to more efficient foreign exchange market /." [Hong Kong : University of Hong Kong], 1994. http://sunzi.lib.hku.hk/hkuto/record.jsp?B13787895.

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4

Yan, Bingcheng. "Cross-market interactions, price discovery dynamics, and market quality measurement /." Thesis, Connect to this title online; UW restricted, 2005. http://hdl.handle.net/1773/7375.

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5

Allen, Helen Louise. "Chartism in the foreign exchange market." Thesis, City University London, 1990. http://openaccess.city.ac.uk/7532/.

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This thesis examines the use and nature of chartism in the foreign exchange market, bringing together an analysis of chartist methods and the views/empirical work of economics. A survey of general chartist methods demonstrates the origins of the modern techniques, the construction of the various indicators, the use of pattern recognition and the variety of calculated indices. Despite these methods being widely used in the market, there seems to be very little bridging between practical chartism and the many fundamental-based academic studies of exchange rate determination/forecasting. Key poin

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6

Kyriacou, Myria. "Foreign exchange market microstructure and forecasting." Thesis, City University London, 2009. http://openaccess.city.ac.uk/8717/.

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Using two unique datasets, one at a daily frequency including six currency pairs, and another tick-by-tick dataset in €/US$, we investigate some of the unanswered questions in the field of foreign exchange market microstructure. We confirm the contemporaneous relationship between flows and exchange rates found in the literature in the daily data, but in the forecasting experiments we find no forecasting power, regardless of model, history used forecast horizon or currency pair. The forecasting performance is not improved by considering a system of exchange rates, or by evaluating based on dire

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7

Horbachova, Oksana Mykolayivna, and Yuliia Anatoliyivna Zaiats. "Features of Ukraine foreign exchange market." Thesis, National Aviation University, 2021. https://er.nau.edu.ua/handle/NAU/53767.

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1. Bereslavska, O. (2017), "Imbalance currency market of Ukraine", Visnyk Natsionalnoho banku Ukrainy, vol. 3, pp. 3—9. 2. Bereslavska, O. (2018), "The stability of the hryvnia, the objective reality of forced or necessity?", Visnyk Natsionalnoho banku Ukrainy, vol. 3, pp .6—11. 3. National Bank of Ukraine. URL: https://bank.gov.ua/ (дата звернення 05.10.2021).<br>Currency market plays an important role for Ukraine financial market because it connects the national and world financial systems. International payments, insurance currency risks, foreign-exchange interventions,

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8

Shehadeh, Ali Abdelhadi Ali. "Essays on the foreign exchange market." Thesis, Queen's University Belfast, 2016. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.709816.

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This thesis is presented as a collection of papers. It contributes to three strands of literature concerning the foreign exchange (FX) market economics. Firstly, the literature on the exchange rate determination puzzle; secondly, the literature on the forward premium bias (FPB) puzzle and currency carry trade return; thirdly, the literature on currency trading strategies. In light of the scapegoat theory to exchange rates, we show that macro fundamentals have important role in the determination of exchange rates, contrary to the fundamentals-exchange rates disconnect literature, and we also sh

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9

Klongkratoke, Pittaya. "Econometric models in foreign exchange market." Thesis, University of Glasgow, 2016. http://theses.gla.ac.uk/7333/.

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According to the significance of the econometric models in foreign exchange market, the purpose of this research is to give a closer examination on some important issues in this area. The research covers exchange rate pass-through into import prices, liquidity risk and expected returns in the currency market, and the common risk factors in currency markets. Firstly, with the significant of the exchange rate pass-through in financial economics, the first empirical chapter studies on the degree of exchange rate pass-through into import in emerging economies and developed countries in panel evide

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10

Lau, Sun-wo. "Government regulation of futures market /." [Hong Kong : University of Hong Kong], 1985. http://sunzi.lib.hku.hk/hkuto/record.jsp?B12316854.

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11

Tsorakidis, Nikolaos. "The microstructure of the foreign exchange market : the determinants of bid-ask spreads in the foreign exchange market." Thesis, Aston University, 2010. http://publications.aston.ac.uk/16427/.

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The purpose of this thesis is to shed more light in the FX market microstructure by examining the determinants of bid-ask spread for three currencies pairs, the US dollar/Japanese yen, the British pound/US dollar and the Euro/US dollar in different time zones. I examine the commonality in liquidity with the elaboration of FX market microstructure variables in financial centres across the world (New York, London, Tokyo) based on the quotes of three exchange rate currency pairs over a ten-year period. I use GARCH (1,1) specifications, ICSS algorithm, and vector autoregression analysis to examine

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12

Vogel, Michael. "Trading Strategies in the Foreign Exchange Market." St. Gallen, 2008. http://www.biblio.unisg.ch/org/biblio/edoc.nsf/wwwDisplayIdentifier/02603660002/$FILE/02603660002.pdf.

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13

Kaleem, Muhammad. "Asset pricing in the foreign exchange market." Thesis, University of Glasgow, 2013. http://theses.gla.ac.uk/4762/.

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The exchange rate is one of the most vital components in any economic and investment decision. With the increase in globalisation, there is a concomitant increase in the exchange rate risk in any global investment decision. This Ph.D. thesis examines asset pricing in the foreign exchange market in various dimensions, introduces new techniques for performance measurement and information flow, and attempts to explain the carry trade in the foreign exchange market. The economic significance of empirical exchange rates models in a portfolio-based framework was examined, using a thirty-year time se

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14

Fenn, Daniel. "Network communities and the foreign exchange market." Thesis, University of Oxford, 2010. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.533893.

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Many systems studied in the biological, physical, and social sciences are composed of multiple interacting components. Often the number of components and interactions is so large that attaining an understanding of the system necessitates some form of simplication. A common representation that captures the key connection patterns is a network in which the nodes correspond to system components and the edges represent interactions. In this thesis we use network techniques and more traditional clustering methods to coarse-grain systems composed of many interacting components and to identify the mo

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15

Chen, Long. "Price discovery in the foreign exchange market." Thesis, City University London, 2007. http://openaccess.city.ac.uk/8553/.

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This thesis investigates the price discovery in the foreign exchange market using high frequency data. Traditional exchange rate models assume market homogeneity and the sole existence of public information. However. recent studies suggest such assumptions are not well founded and have generated the 'disconnection' puzzle of exchange rates deviating from their fundamentals in the short and medium term. Using EFX tick-by-tick data, we find that information is not always available to all and the actual price discovery process is dynamic and asymmetric. It suggests that some market participants,

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16

周文堅 and Man-kin Chow. "Technical analysis of the foreign exchange market." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 1992. http://hub.hku.hk/bib/B31265273.

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Chow, Man-kin. "Technical analysis of the foreign exchange market /." [Hong Kong : University of Hong Kong], 1992. http://sunzi.lib.hku.hk/hkuto/record.jsp?B13302607.

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18

Dong, Xue. "Foreign exchange rate and financial market imperfections." Thesis, Cardiff University, 2018. http://orca.cf.ac.uk/111019/.

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The thesis discusses exchange rate dynamics in a small open economy Real Business Cycle model with financial frictions, aiming to investigate whether financial frictions in the global capacity to bear exchange rate risk had influences on Sterling real exchange rate dynamics between 1975 and 2016. In the model, international financial intermediaries as arbitrageurs face credit constraints and bear the risks caused by imbalances in the supply and demand of international bonds. The model has been estimated by using a simulation-based Indirect Inference approach, which provides a natural framework

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19

Chan, Kin-pun, and 陳健彬. "Market revolution: the path to more efficientforeign exchange market." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 1994. http://hub.hku.hk/bib/B31265959.

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20

Panizzo, Jose Manuel Carrera. "Market microstructure of the foreign exchange market : lessons from Mexico." Thesis, Lancaster University, 1998. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.302418.

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21

Klaas, Sinoxolo. "Forecasting volatility on the rand foreign exchange market." Thesis, Nelson Mandela Metropolitan University, 2015. http://hdl.handle.net/10948/7892.

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Exchange rates are one of the most essential determinants of a country's economic performance in terms of level of trade. Since the exchange rate is one of the best indicators of competitiveness, this study sought to examine the behaviour of the rand against other emerging countries in the South African exchange market. The study explored the trends and estimated the forecasting accuracy of six currency markets using ARCH-family and Random walk models over the period 1994 to 2013.The six currency markets examined were the Rand/Dollar, Rand/Pound, Rand/Euro, Rand/Yen and Rand/Pula. The Rand exc

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22

Benson, Robert D. "Market models and exposure management in foreign exchange." Thesis, Imperial College London, 1991. http://hdl.handle.net/10044/1/8659.

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23

Skamnelos, Ilias. "Essays on banking and foreign exchange market instability." Thesis, University of Nottingham, 2003. http://eprints.nottingham.ac.uk/11562/.

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Financial intermediation has been associated with several risks. We study sunspot panics, information-based bank runs, contagion, uncertainty about consumption time preference, twin crises and a number of policies attempting to resolve these issues. We offer a basic model where sunspot panics and information-based bank runs co-exist. This framework can be used to evaluate a number of policies. We examine closely the policy of suspension of deposit convertibility and observe a trade-off regarding its implementation. Although suspension eliminates sunspot panics, it presents important drawbacks

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24

Gould, Martin D. "Electronic trading in the foreign exchange spot market." Thesis, University of Oxford, 2013. http://ora.ox.ac.uk/objects/uuid:4339165e-cadc-44e2-b52e-ba6be1303f65.

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During the past 30 years, the proliferation of electronic trading has catalysed profound structural change in the global foreign exchange (FX) spot market. Today, more than 60% of the market's volume occurs via electronic trading platforms, which provide traders with round-the-clock market access from anywhere in the world. Such platforms offer several practical benefits that have encouraged market participation from a broad new class of financial institutions and have thereby spurred market growth. The most widely used electronic trading platforms in the FX spot market incorporate several fea

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25

Baker, Christopher. "Mixed Monte Carlo in the foreign exchange market." Master's thesis, University of Cape Town, 2017. http://hdl.handle.net/11427/25193.

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The stochastic differential equation (SDE) describing the spot FX rate is of central importance to modelling FX derivatives. A Monte Carlo estimate of the discounted individual payoffs of FX derivatives is taken to arrive at the price, provided there does not exist a closed form solution for the price. One propagates the FX spot rate through time under risk-neutral dynamics to realise the before-mentioned payoffs. A drawback to Monte Carlo becomes evident when the model dynamics become more complicated, such as when more dimensions are added to the dynamics of the model. These additional dimen

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26

Lin, Jigeng. "Forward market efficiency and foreign exchange rate determination." Diss., The University of Arizona, 1994. http://hdl.handle.net/10150/186807.

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This dissertation studies the simple efficiency hypothesis, which states that the forward exchange rate is an unbiased and efficient predictor of the future spot exchange rate. This hypothesis has been extensively tested, and is overwhelmingly rejected. However, researchers are unable to determine the exact cause of rejections since it is the result of joint assumptions of risk neutrality and rational expectations. An interest rate differential model is developed assuming that the spot rate follows a random walk process and the covered interest rate parity condition holds. In this model, the s

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27

Eng, Yong Heng. "Exchange market efficiency, currency substitution and exchange rate determination : issues, implications and evidence for the Asian currency market." Thesis, McGill University, 1987. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=72094.

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This thesis examines the empirical validity of the efficient market hypothesis, currency substitution, purchasing power parity theory, interest rate parity theory and the monetary approach to exchange rate for the foreign exchange markets of Japan, Singapore and Hong Kong. The empirical results give support to the efficient market hypothesis, mixed evidence for the existence of currency substitution, a strong indication for the long run purchasing power parity theory, support for the inclusion of expectations variable in the interest parity theory, and rejection of the monetary approach to the

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Nguyen, Tran Phuc. "Exchange Rate Policy and the Foreign Exchange Market in Vietnam, 1985-2009." Thesis, Griffith University, 2012. http://hdl.handle.net/10072/365707.

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Since the mid-1980s, when Vietnam embarked on a transitional path to a market-oriented economic system, the country’s exchange rate regime has undergone major changes. To what extent have these changes facilitated the pursuit of the authorities’ main policy priorities? How appropriate are the current exchange rate setting arrangements, in light of domestic and international developments? These questions are of potential interest to researchers as well as to policy-makers not only in Vietnam, but also in other developing and transitional economies. Yet they are difficult to answer satisfactoril

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Miao, Teng. "Essays in microstructure analysis in the foreign exchange market." Thesis, City University London, 2010. http://openaccess.city.ac.uk/12193/.

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The aim of this thesis is to investigate the effects of foreign exchange order flows on exchange rate and stock market changes, in particular to examine the forecasting power of order flows and better understand the nature of the private information conveyed in order flows in the foreign exchange market. Chapter 1 investigates the performance of foreign exchange customer order flows (six major exchange rates over 3.5 years) as an additional explanatory variable to technical analysis to forecast exchange rate changes by applying genetic algorithm non-linear methodology. Using the interval permu

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SANTOS, MARCELO BITTENCOURT COELHO DOS. "RISK PREMIUM EVIDENCES IN THE BRAZILIAN FOREIGN EXCHANGE MARKET." PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO, 2013. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=21911@1.

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PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO<br>COORDENAÇÃO DE APERFEIÇOAMENTO DO PESSOAL DE ENSINO SUPERIOR<br>PROGRAMA DE SUPORTE À PÓS-GRADUAÇÃO DE INSTS. DE ENSINO<br>Esta dissertação tem como objetivo buscar evidências de prêmio de risco a partir do mercado de opções e de futuro de dólar no Brasil. Para isso dois ensaios foram realizados: um que mede o prêmio de risco por volatilidade no mercado de opções e outro que mede o prêmio de risco cambial no mercado futuro. No primeiro caso, o prêmio é estimado como o excesso de retorno de um portfolio protegido. No segundo caso, o prêmio é

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Correia, Carlos de Jesus. "Tests on the efficiency of the South African foreign exchange market." Master's thesis, University of Cape Town, 1990. http://hdl.handle.net/11427/15853.

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32

Filippou, Ilias. "Essays on empirical asset pricing in the foreign exchange market." Thesis, University of Warwick, 2014. http://wrap.warwick.ac.uk/77113/.

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This thesis focuses on the dynamics of currency premia. Specifically, we study the time-series and cross-sectional variation of currency carry trade and momentum strategies. In the first chapter, we study the role of domestic and global factors on payoffs of portfolios built to mimic carry, dollar carry and momentum strategies. We construct domestic and global factors from a large dataset of macroeconomic and financial variables and find that global equity market factors render strong predictive power for carry trade returns, while U.S. inflation and consumption variables drive dollar carry tr

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33

Giampaoli, Iacopo. "Spectural analysis of ultra-high-frequency foreign exchange market data." Thesis, University of Essex, 2012. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.571476.

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This thesis presents a novel application of advanced methods from Fourier analysis to the study of ultra-high-frequency (UHF) financial data, both in a univariate and a multivariate setting. The use of the Lomb-Scargle Fourier Transform (L8FT) provides a robust and natural framework to take into account the irregular spacing in the time domain, whilst avoiding restrictive assumptions, complex model specifications, or resorting to traditional imputation methods, such as interpolation and regular resampling, which not only cause artefacts in the data and loss of information, but also the generat

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Ozgen, Tolga. "Market efficiency and hedging foreign exchange risk : evidence from Turkey." Thesis, University of Aberdeen, 2014. http://digitool.abdn.ac.uk:80/webclient/DeliveryManager?pid=210802.

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35

Kim, Bonghan. "A study of risk premiums in the foreign exchange market." Connect to resource, 1994. http://rave.ohiolink.edu/etdc/view.cgi?acc%5Fnum=osu1265035198.

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36

Hayward, Rob. "Towards a model of speculation in the foreign exchange market." Thesis, University of Brighton, 2013. https://research.brighton.ac.uk/en/studentTheses/28e195b4-7c9d-4a0a-b4e5-6bc2d5878407.

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The recent slowdown in global economic activity has shown that macroeconomic models without a well-structured representation of the financial sector will fail to provide understanding of the way that disruptions in credit markets, capital markets and banking can affect the rest of the economy. An investigation of foreign exchange speculation is used to get a better knowledge of the interaction between the financial sector and the economy as a step towards improving macroeconomic models and policy. The first part of this research looks at speculation at the macroeconomic level by using a struct

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"How to strengthen the news services of Reuters in the interbank forex market in Hong Kong." Chinese University of Hong Kong, 1990. http://library.cuhk.edu.hk/record=b5886386.

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by Alexander Y.M. Leung and Tony S.F. Wong.<br>Thesis (M.B.A.)--Chinese University of Hong Kong, 1990.<br>Bibliography: leaves 82-83.<br>ABSTRACT --- p.ii<br>TABLE OF CONTENTS --- p.iv<br>LIST OF TABLES --- p.v<br>ACKNOWLEDGEMENT --- p.vi<br>Chapter --- p.1<br>Chapter I. --- INTRODUCTION --- p.1<br>Significance of the Topic --- p.1<br>Interbank Forex News --- p.2<br>Research Approach --- p.5<br>Chapter II. --- THE FOREX MARKET AND NEWS --- p.7<br>Foreign Exchange --- p.7<br>The Forex Trading --- p.11<br>Electronic Financial Information Vendors --- p.16<br>News --- p.22<br>Chapter

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38

Лагутіна, А. Є. "Зовнішньоекономічна діяльність банківських установ в умовах розвитку євроінтеграційних процесів (на прикладі ПАТ "Банк Восток")". Thesis, 2018. http://dspace.oneu.edu.ua/jspui/handle/123456789/8008.

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У роботі розглядаються теоретичні аспекти визначення економічної ефективності зовнішньоекономічної діяльності банку, узагальнені фактори впливу на економічну ефективність та визначені методи її розрахунку. Розглянута сутність та особливості зовнішньоекономічної діяльності комерційних банків у процесі глобалізації та євроінтеграції. Проаналізовано результати фінансово-господарської діяльності банку, проведено аналіз факторів, що впливають на зовнішньоекономічну діяльність в умовах євроінтеграції, визначено ефективність експортно-імпортних операцій банку. Запропоновано рекомендації щодо удоскона

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Chien, Yi-ho, and 錢怡合. "Foreign Institutional Investors and Foreign Exchange Market: Evidence from Taipei Foreign Exchange Market." Thesis, 2010. http://ndltd.ncl.edu.tw/handle/99478849568117422591.

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碩士<br>國立中央大學<br>財務金融研究所<br>98<br>This thesis investigates the relation across NTD/USD exchange rate, trading volume in the Taipei foreign exchange market, and buy-sell imbalance of foreign institutional investors, by using a trivariate vector autoregressive (VAR) model. Moreover, I also study the role of central bank’s intervention in the foreign exchange market, when the government facing the foreign institutional investors’ investment flows. The data cover the period from July 4, 1996 to December 31, 2009. I find a negative relationship between foreign net equity inflow and exchange rate ret

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CHU-CHUN, LEE, and 李菊君. "FOREIGN EXCHANGE MARKET MICROSTRUCTURE: THE CASE OF TAIWAN FOREIGN EXCHANGE MARKET." Thesis, 2007. http://ndltd.ncl.edu.tw/handle/42760254561305423749.

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碩士<br>國立臺北大學<br>國際財務金融碩士在職專班<br>95<br>Since the Bretton Woods system collapsed in the early 1970’s, the international monetary system had entered an era of the floating rate system. The over-fluctuation of foreign exchange will reduce the investment efficiency for enterprises who suffered from such volatility of currency. Nowadays, the consecutive volatility of foreign exchange can hardly be explained by traditional macro exchange rate model . Instead, the faculty of finance is looking for the new answers from the analysis of market microstructure.The functions of macroeconomical variances to

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Tsai, Yi-Nue, and 蔡益女. "Dynamic Volume-Return Relation on Taipei Foreign Exchange Market and Cosmos Foreign Exchange Market." Thesis, 2014. http://ndltd.ncl.edu.tw/handle/01596169296666599084.

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碩士<br>國立高雄第一科技大學<br>金融研究所<br>102<br>Using the data of the daily closing price and trading volume of U.S. dollar/New Taiwan dollar exchange rate for the period of May, 1998 through June, 2013, we examine the dynamic volume-return relation on the Taipei foreign exchange market and the Cosmos foreign exchange market. The result shows that speculative trades tend to occur on the period of small change of foreign exchange rate for the two markets. In addition, there are more speculative trades on the Cosmos foreign exchange market than the Taipei foreign exchange market. The evidence indicates that

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Hsiao, Tse-an, and 蕭澤安. "Selectively Hedging in Foreign Exchange Market." Thesis, 2008. http://ndltd.ncl.edu.tw/handle/12358181979621636256.

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碩士<br>逢甲大學<br>國際貿易所<br>96<br>After Bretton Woods Agreement collapsed, individual investors or portfolio managers have long exposed to the foreign exchange rate risks. Comparing to individual investors, the managers in global or multinational corporations (MNCs), exporters and importers are easier to expose themselves to foreign exchange risk. Without doubt, the value of firms will be deeply affected by exchange rate fluctuations which play key factors in international financial market, international trade and foreign direct investment (FDI). Thus, how to use suitable international parity condi

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Lin, Kuen-Liang, and 林昆良. "Technical Analysis in Foreign Exchange Market." Thesis, 2007. http://ndltd.ncl.edu.tw/handle/42756871077273018705.

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碩士<br>臺灣大學<br>國際企業學研究所<br>95<br>The economics of exchange rates is one of the primary focuses of international economists, who analyze the foreign exchange rates from the fundamentals of economics. Many academic literatures and empirical studies, however, indicate the prediction ability of traditional economic models is not significant. The observation becomes the puzzle of the exchange rate determination. Therefore, other scholars began to attempt to examine exchange rate fluctuation via the market microstructure theory. Whether it is fundamental analysis, market microstructure or technical a

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Chang, Ya-Ting, and 張雅婷. "Liquidity in the Foreign Exchange Market." Thesis, 2018. http://ndltd.ncl.edu.tw/handle/36bvhr.

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博士<br>國立中央大學<br>經濟學系<br>106<br>In this dissertation, I investigate the effect of liquidity risk on currency. The first essay study dynamics in liquidity commonality across currencies during the 2008-2009 global financial crisis and the 2009-2011 European sovereign debt crisis. This study found that during the crisis period or the uncertainty triggered by the news release, there exist stronger comovement between liquidity in individual currency pairs and the aggregate systematic liquidity among many currency pairs. This finding implies that that news releases have important functions in times o

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鄭宛靜. "Exchange Rate Target Zone and Foreign Exchange Market Disturbance." Thesis, 2010. http://ndltd.ncl.edu.tw/handle/44479981497657372330.

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碩士<br>佛光大學<br>經濟學系<br>98<br>Stable foreign exchange market in recent years has been the focus of national government policy, given the implementation of a fixed exchange rate must have a lot of foreign exchange reserves support, so as not to affect the national economic system. The implementation of the floating exchange rate, not only the uncertainty of exchange rate fluctuations, but also increase foreign exchange risk of importers and exporters, so governments and economists are looking for the most appropriate exchange rate system. This paper is based on the Krugman (1991) model and add th

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Kan, Ya-ting, and 甘亞婷. "Dynamic Relationship between Stock Market and Foreign Exchange Market." Thesis, 2005. http://ndltd.ncl.edu.tw/handle/22877517282958631969.

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碩士<br>國立高雄第一科技大學<br>金融營運所<br>93<br>Great crash in US security market in 1987, pound stering large devaluing in 1992, Asian financial crisis in 1997, these great financial incidents have produced jumbo fluctuation of security and exchange market in many countries, and made investors incur huge losses if they didn’t adopt proper hedging strategies. The research focuses on exploring the first moment between security and foreign exchange markets, and analyzing how the fluctuation among one market transmit to another market by second moment methods, and then incorporate the dynamic coefficient cor

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王宣博. "The relationship between foreign investment, stock market and exchange market under the Central Bank foreign exchange rate intervention." Thesis, 2014. http://ndltd.ncl.edu.tw/handle/00324279232191303198.

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YI, HUANG CHANG, and 黃昶議. "Technical analysis of applied foreign exchange market." Thesis, 2015. http://ndltd.ncl.edu.tw/handle/ybe422.

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Lin, Yun-yung, and 林允永. "The Cointegration Test of Foreign Exchange Market." Thesis, 1993. http://ndltd.ncl.edu.tw/handle/38916334585495363804.

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CHENG, CHUNG-MIN, and 鄭仲閔. "FOREIGN EXCHANGE MARKET VALUE TRADING ANALYSIS ANDARBITRAGE." Thesis, 2013. http://ndltd.ncl.edu.tw/handle/57345236971158819898.

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碩士<br>國立臺北大學<br>國際財務金融碩士在職專班<br>101<br>In nearly decades, following the rapid development of compute-tech and internetwork, the regional markets are able to be combined in a whole without any concern of the time difference or barrier, therefore, the financial market is moving forward to globalized and liberalization. Furthermore, under the evolution of the financial engineering, all kinds of financial products and derivatives are innovated promptly. Thus, those products and derivatives are prompted to all clients, and surely the main stream in profit making among all financial industries. By i

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