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)