The impacts of financial crisis on exchange rate markets risk premia : Empirical evidences from 1997 Asia financial crisis and 2008 global financial tsunami
博士 === 國立高雄第一科技大學 === 管理研究所 === 99 === This study probes whether “Time-Varying Risk Premium” (TVRP) existed in the foreign exchange market of countries in the Asia Pacific Zone during the Asian Financial Crisis in 1997 and the global financial tsunami in 2008 based on the International Capital Asset...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/44480305764278795373 |