Exchange Risk and Equity Premium:the Case of the Developed Countries
碩士 === 國立成功大學 === 財務金融研究所 === 95 === This paper expends Chiang (1991) model and employ Dumas and Solnik(1995) model. We use monthly data to discuss the relationship between exchange risk and equity premium in developed countries from January 1995 to September 2006. We use the instrumental variables...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/63379799556379225885 |