The study of the existence of time-varying risk premia in foreign exchange markets
碩士 === 國立高雄第一科技大學 === 金融營運所 === 95 === This study investigates the existence of time-varying risk premia in deviations from uncovered interest parity based on the conditional beta capital asset pricing model. The analysis is conducted using a data set of four Asian currencies, and a world equity ind...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/97720853926287094261 |