Exchange Risk and Equity Premium:the Case of the Emerging Countries
碩士 === 國立成功大學 === 財務金融研究所 === 95 === This paper we expend Chiang (1991) model and employ Dumas and Solnik(1995) model. In this paper, we provide new evidence about the conditional pricing of exchange rate risk. We conduct the empirical data using GMM method from the emerging markets to determine whe...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/16087279745355366454 |