The Analysis of International Asset Pricing Model and Uncovered Interest Parity Model--A signal extraction exercise
碩士 === 國立中央大學 === 產業經濟研究所 === 94 === Substantial empirical literature has rejected the ‘simple efficiency’ hypothesis of the foreign exchange market, i.e. the joint hypothesis that combines a zero risk premium and market efficiency. This rejection does not necessarily imply that the market operates...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/31268068085677266699 |