English  |  正體中文  |  简体中文  |  Items with full text/Total items : 51776/87004 (60%)
Visitors : 8380990      Online Users : 120
RC Version 7.0 © Powered By DSPACE, MIT. Enhanced by NTU Library & TKU Library IR team.
Scope Tips:
  • please add "double quotation mark" for query phrases to get precise results
  • please goto advance search for comprehansive author search
  • Adv. Search
    HomeLoginUploadHelpAboutAdminister Goto mobile version
    Please use this identifier to cite or link to this item: http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/54922


    Title: An Empirical Note on Testing the Safe-Haven Hypothesis for Selected African Currencies
    Authors: Chang, Hsu-ling;Chu, Hsiao-ping;Su, Chi-wei
    Contributors: 淡江大學國際貿易學系暨國際企業研究所
    Date: 2006-10
    Issue Date: 2011-07-28 00:56:17 (UTC+8)
    Publisher: The Indian Journal of Economics
    Abstract: In this empirical note, we test whether the U. S. dollar increases in value during times of uncertainty. Our test of this "safe-haven" hypothesis is based on an ARMA-GJR-GARCH-M model for the currencies of twenty-two selected Africa countries. We examine the period from January 1980 to May 2004. Our empirical results support the safe-haven hypothesis for Botswana, Central African Republic, South Africa, Zimbabwe, Burundi and Burkina Faso six countries only.
    Relation: The Indian Journal of Economics 87(345), pp.283-298
    Appears in Collections:[國際企業學系暨研究所] 期刊論文

    Files in This Item:

    File SizeFormat
    index.html0KbHTML227View/Open

    All items in 機構典藏 are protected by copyright, with all rights reserved.


    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library & TKU Library IR teams. Copyright ©   - Feedback