Dynamic International Asset Pricing
博士 === 國立臺灣大學 === 財務金融學研究所 === 89 === There are two goals of this paper. First, we want to know that whether hedging demand is important to an international investor. Second, we want to separate currency hedging risk from intertemporal market hedging risk on an international asset pricing model....
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2001
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/89763133357707354727 |