Risk Premium over the Business Cycles:Empirical Evidence from Emerging Markets

碩士 === 真理大學 === 財經研究所 === 95 === In this paper we employ the structural time series models to investigate the business cycles in Taiwan and Korea. The empirical evidence of the structural time series models that it well reflect the official business cycles dating of Taiwan set by the Council for Eco...

Full description

Bibliographic Details
Main Authors: Sin-Yi Lee, 李欣怡
Other Authors: Shu-Hwa Chang
Format: Others
Language:zh-TW
Published: 2007
Online Access:http://ndltd.ncl.edu.tw/handle/57741494328845733311