| An Empirical Note on Testing the Safe-Haven Hypothesis for Selected African Currencies | |
|---|---|
| 學年 | 95 |
| 學期 | 1 |
| 出版（發表）日期 | 2006-10-01 |
| 作品名稱 | An Empirical Note on Testing the Safe-Haven Hypothesis for Selected African Currencies |
| 作品名稱（其他語言） | |
| 著者 | Chang, Hsu-ling; Chu, Hsiao-ping; Su, Chi-wei |
| 單位 | 淡江大學國際貿易學系暨國際企業研究所 |
| 出版者 | The Indian Journal of Economics |
| 著錄名稱、卷期、頁數 | The Indian Journal of Economics 87(345), pp.283-298 |
| 摘要 | 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. |
| 關鍵字 | |
| 語言 | en |
| ISSN | 0019-5170 |
| 期刊性質 | 國外 |
| 收錄於 | |
| 產學合作 | |
| 通訊作者 | |
| 審稿制度 | |
| 國別 | |
| 公開徵稿 | |
| 出版型式 | |
| 相關連結 |
機構典藏連結 ( http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/54922 ) |
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