Comparison with exchange rate return pricing models including factor of value strategy
碩士 === 國立政治大學 === 金融學系 === 105 === Discussing the determinants of exchange rate return model is helpful when talking about currency trading, hedging, and arbitrage activities in currency markets. This paper use the market excess return, carry trade, value strategy, to build a three-factor model of...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Online Access: | http://ndltd.ncl.edu.tw/handle/6q2765 |