Professor Shinn-Juh Lin
2/23 Lecture 1: Introduction to International Financial Data
3/02 Lecture 2: Exploratory Data Analysis with a Review in Statistics.
3/09 Lecture 3: Basic Arbitrage Relationships in the FOREX Market
3/16 Lecture 4: Testing CIP, UIP and FRU
3/23 Lecture 5: Efficiency in the FOREX Market
3/30 Lecture 6: End-of-unit in-class exam
Professor Po-Sheng Lin
4/06 Lecture 7: Balance of Payments Theory I
4/13 Lecture 8: Balance of Payments Theory II
4/20 Lecture 9: Exchange Rate Determination Theory I
4/27 Lecture 10: Exchange Rate Determination Theory II
5/04 Lecture 11: International Monetary System and Financial Crisis
5/11 Lecture 12: Exam
Professor Ryuichi Yamamoto
5/18 Lecture 13: Basics of FX market: e.g. Who trades, when do they trade,
how much do they trade, what do they trade?
5/25 Lecture 14: FX Market Structure:Trading mechanisms in currency market
Comparison with Other markets
6/01 Lecture 15: Settlement and Major risks in FX Dealing
6/08 Lecture 16: Transparency
6/15 Lecture 17: What determines spreads and exchange rates?
(Class Notes 1: “Introduction to the Foreign Exchange Market”
2: “Foreign Exchange Market Microstructure”)
6/22 Lecture 18: Exam
課程要求/評分標準
Class Attendence: 20%
Class Participation/Discussion: 30%
End-of-unit exam: 50%
參考書目
Cuthbertson (1996) Quantitative Financial
Economics: Stock Bonds and Foreign Exchange John Wiley & Sons (SEA) Pte. Ltd.
（華泰）
Chris Brooks (2002) Introductory Econometrics for Finance Cambridge Univ Pr
(Pap Txt); ISBN: 052179367X. (新月)
※ 編輯: kk262 來自: 140.119.123.218 (02/23 08:59)