The Relationship between Systematic Liquidity and Credit Risk Premium- An Empirical Study of Taiwan Stock Market
碩士 === 國立雲林科技大學 === 財務金融系 === 102 === This study examines the effects of systematic liquidity risk on credit risk premium. We enquire whether the puzzle of credit risk premium in Taiwan stock market can be resolved by systematic liquidity risk. This study employs the liquidity adjusted capital asset...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2014
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| Online Access: | http://ndltd.ncl.edu.tw/handle/9gth4q |