An Empirical Analysis of International Risk Sharing using Asset-based method

碩士 === 國立政治大學 === 經濟研究所 === 95 === This thesis tries to discuss if risks are shared internationally by the international asset markets. This study refers to the Brandt, Cochrane, and Santa-Clara (2006) which built an international risk sharing index to measure the degree of international risk sharin...

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Bibliographic Details
Main Author: 劉毓芝
Other Authors: 毛維凌
Format: Others
Language:zh-TW
Published: 2006
Online Access:http://ndltd.ncl.edu.tw/handle/42559744992447353366