The relationship between macroeconomic uncertainty and the risk premium in the foreign exchange market

博士 === 國立中山大學 === 財務管理學系 === 87 === There are two purposes in this paper. First, we examine the "efficient markets hypothesis" for the foreign exchange markets. The second purpose of this paper is to discuss the relationship between macroeconomic uncertainty and the risk premium in the for...

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Bibliographic Details
Main Authors: Wang, Yu-Min, 王毓敏
Other Authors: Shyu,David
Format: Others
Language:zh-TW
Published: 1999
Online Access:http://ndltd.ncl.edu.tw/handle/84472665630719659965