Uncovered Interested Parity and Risk Premium—The Application of GARCH-M and GARCH-X model
碩士 === 國立中央大學 === 產業經濟研究所 === 96 === Substantial empirical literature has rejected the ‘simple efficiency’ hypothesis of the foreign exchange market. A recognized alternative hypothesis is that a risk premium exists. This paper further uses the hypotheses which assume that people have the same risk-...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2007
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/99222512415595744579 |