海外基金淨值受匯率波動影響之非線性影響探討—股票型 vs. 債券型

Study on the Nonlinear Effect of Exchange Rate Volatility on the NAV of Oversea Investment Funds – Stock Fund vs. Bond Fund

張美琪(Mei-Chi Chang)

指導教授 ： 聶建中

共同指導教授 ： 謝劍平(Joseph C.P. Shieh)

淡江大學/管理學院/全球華商經營管理數位學習碩士在職專班/碩士(2011年)

https://doi.org/10.6846/TKU.2011.01332

摘要

本篇摘要未授權

關鍵字

海外基金 ； 淨值 ； 匯率波動 ； 縱橫平滑移轉

並列摘要

This abstract would not be displayed due to no authorization.

並列關鍵字

Oversea Investment Funds ； NAV ； Exchange Rate Volatility ； Panel Smooth Transition

參考文獻

陳森松、黃憲彰、王南喻與張華然(2007)「檢視債券型基金績效與流量之動態關連－應用多元隨機波動模式」，企業管理學報74期，頁41-65。

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Azman-Saini, W., Lau, E. and Karim, Z. (2010), “Hedge Funds, Exchange Rates and Causality: Evidence from Thailand and Malaysia,” Applied Economics Letters, 17(4-6), pp. 393-397.

Blake, C. and Morey, M. (2000), “Morningstar ratings and mutual fund performance,” Journal of Financial and Quantitative Analysis, 35(3), pp. 451-483.

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