题目: Trans-guration of Foreign Exchange Market since the Euro Introduction
演讲者：刘振涛，厦门大学财务管理与会计研究院副教授
时间: 2009年3月20日（星期五）3:00—4:30PM
地点: 嘉庚二501
参加者: 对财务研究有兴趣的广大师生
主持人： 沈哲老师
论文摘要：
We con-rm that there are changes in the features of foreign exchange market since the Euro introduction through empirical experiments on 5 major exchange rate series in the world. We verify the existence of asymmetry in volatility process of JPY/USD, AUD/USD and NZD/USD while Japanese Yen appreciates and Australian Dollar and New Zealand Dollar depreciate. We also ascertain that volatility for those -ve major exchange rate series has become larger and correlation between exchange rate series has become stronger since the Euro introduction.
论文作者简介：
刘振涛博士毕业于日本一桥大学，现为厦门大学财务管理与会计研究院副教授。
下载: 论文.pdf