Research of the Relationship between Factors and Liquidity Risks in the Foreign Exchange Market
碩士 === 國立政治大學 === 金融學系 === 106 === This paper is research the relationship between factors and liquidity risks in the foreign exchange market. First, we use 37 currencies and factor indexes to build up four portfolios by High minus Low method in the sample period from 1985/02 to 2017/08.Then we find...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2018
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| Online Access: | http://ndltd.ncl.edu.tw/handle/757nkf |