完整後設資料紀錄
| DC 欄位 | 值 | 語言 |
|---|---|---|
| dc.contributor.author | Imad A. Moosa | |
| dc.date.accessioned | 2020-08-25T06:33:50Z | - |
| dc.date.available | 2020-08-25T06:33:50Z | - |
| dc.date.issued | 2008/04/01 | |
| dc.identifier.issn | issn16070704 | |
| dc.identifier.uri | http://dspace.fcu.edu.tw/handle/2376/2288 | - |
| dc.description.abstract | Two models are specified, estimated, and used to generate out-of-sample forecasts over the period since China announced a shift in exchange rate policy from a simple peg to the US dollar to a basket peg. The results show that the model that is based on a crawling peg is far superior to the model that is based on a basket peg. It is also shown that trading the Chinese yuan versus the US dollar is more profitable than otherwise when trading is based on the assumption of a crawling peg, in which case buy and hold is the best strategy. It is concluded that China must be using a crawling peg, which is not good news for the US but may be good news for foreign exchange traders. | |
| dc.description.sponsorship | 逢甲大學 | |
| dc.format.extent | 13 | |
| dc.language.iso | 英文 | |
| dc.relation.ispartofseries | international journal of business and economics | |
| dc.relation.isversionof | Volume7,No.1 | |
| dc.subject | Chinese yuan|exchange rate regimes|forecasting | |
| dc.title | Forecasting the Chinese Yuan-US Dollar Exchange Rate under the New Chinese Exchange Rate Regime | |
| dc.type | 期刊篇目 | |
| 分類: | Volume07,No.1 | |
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