University of New Orleans的一篇博士论文

题目：NEW EVIDENCE ON INTEREST RATE AND FOREIGN EXCHANGE RATE MODELEING
作者：Haitham Akram Al-Zoubi
University of New Orleans
文件大小：2.35MB
文件页码：144页
文件格式：PDF格式
出版商：UMI Microform 3106815 Copyright 2004 by ProQuest Information and Learning Company.

目录：
ESSAY 1: Mean Aversion Down the Foreign Exchange Market
Introducti4
A Simple Model of Exchange Rates Returns..........................................................................8
Metho18
Data........20
Empirical Results.............................................................................21
Conclus29

ESSAY 2: Rational Expectations and Market Efficiency in Foreign Exchange Markets: the Role of Finite Sample Bias
Introduc40
Data........45
Meth46
Empirical results...............................................................................52
Conclus61
ESSAY 3: An Empirical Examination of the Short-Term Riskless Rate Models: the Role of the Nonlinear Trend Component
Introduc76
The Mo78
Metho82
Data........86
Empirical results.........................................................................89
A Simple Model of Short-Term Interest Rate with Dynamic Trend.....................................98
Conclus101
Referenc114
Vita.........126