How Carry Trades Activity Affects the Currency Volatility and Equity Risk Premia
碩士 === 國立高雄第一科技大學 === 財務管理研究所 === 102 === In the thesis, we study the effect of carry trading and stock markets conditions on the changes of exchange rates. Empirical period is from 1996 to 2013, including Austria, Canada, Germany, Japan, Korea, New Zeeland, U.K. and U.S. Our results show that, firs...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2014
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| Online Access: | http://ndltd.ncl.edu.tw/handle/40927821663799259987 |