Essays on Risk Premium
博士 === 國立臺灣大學 === 國際企業學研究所 === 96 === This thesis focuses on the topic of risk premium and mainly explores (1) “Common Risk Premiums in Currency Option Market” and (2) “Asymmetric Information Premiums in Housing Prices”. The first part of this thesis is to investigate whether and how volatility risk...
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| Format: | Others |
| Language: | en_US |
| Published: |
2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/76582451354019978078 |