A consumption-based model of forward premium and the term structure of forward exchange rate
碩士 === 國立中正大學 === 國際經濟所 === 96 === The longer the term of the forward exchange rate makes a variance greater, namely the risk is higher. When foreign consumption growth rate of increase is lower than this country because of being depressed, it is will be smaller than this country to invest in the fo...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/84167333052466433674 |