Liquidity commonality and risk premiums in the foreign exchange market during Eurozone crisis
碩士 === 國立中央大學 === 財務金融學系 === 102 === This thesis studies liquidity commonality in the foreign exchange market during Eurozone crisis. Liquidity commonality can be regarded as systemic risk. Investors cannot avoid this risk with portfolio allocation. If investors need to bear more systemic risk, they...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2014
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/86319428454026880827 |