在黑天鵝事件下匯率與利率之間的因果關係探討

The Non-linear Causal Relationship between Exchange Rates and Interest Rates Under the Influence of a Black Swan Incident

胡振耀(Chun-Yiu Wu)

指導教授 ： 聶建中

共同指導教授 ： 唐代彪(De-Piao Tang)

淡江大學/商管學院/財務金融學系碩士班/碩士(2023年)

https://doi.org/10.6846/tku202300493

摘要

本篇摘要未授權

關鍵字

匯率 ； 利率 ； 黑天鵝事件

並列摘要

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並列關鍵字

Exchange Rate ； Interest Rate ； Black Swan Incident

參考文獻

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3. Benigno, G. Benigno, P. (2008), “Exchange Rate Determination under Interest Rate Rules”, Journal of International Money Finance, Vol. 27, No. 6, pp. 971-993.

4. Bright-Kaitoo, S. Coffie, W. (2022), “Modelling Exchange Rate and Interest Rate Volatility Persistence in Emerging African Economies”, The Journal of Applied Business Economics, Vol. 24, No. 1, pp. 193-204.

5. Chan, K. S. (1993). “Consistency and Limiting Distribution of the Least Squares Estimator of a Threshold Autoregressive Model”, The Annals of Statistics, Vol. 21, No. 1, pp. 520-533.