The investingation of foreign exchange rate premia in emerging economies

博士 === 淡江大學 === 財務金融學系博士班 === 97 === This thesis is focus on the characteristic of term structure of risk premium under various forward foreign exchange rates. The panel data are selected from 13 announced emerging markets in MSCI, it is examined the panel of forward rate series with 1, 3, 6, and 12...

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Bibliographic Details
Main Authors: Shu-Feng Yang, 楊淑芬
Other Authors: Tsung-Wu Ho
Format: Others
Language:zh-TW
Published: 2009
Online Access:http://ndltd.ncl.edu.tw/handle/39520431031541945642