The risk premium in the foreign exchange market─Multi-variate GARCH model analysis
碩士 === 中國文化大學 === 經濟學研究所 === 88 === The main purpose of this thesis is to investigate the volatility resources of the risk premium in the foreign exchange market. Based on Lucas (1982) two country, intertemporal asset pricing model to show risk premium equation which is the function of money supply...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2000
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| Online Access: | http://ndltd.ncl.edu.tw/handle/28149211801646550766 |