The Relationship between Carry Trade Returns and Foreign Exchange Risk
碩士 === 國立高雄應用科技大學 === 金融系金融資訊碩士班 === 103 === This paper employs the panel smooth transition regression (PSTR) model of Gonz´alez (2005) to investigate the explaining ability of foreign exchange risk measured on the return to the carry trade strategy. The empirical evidence is based on the framework...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2015
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| Online Access: | http://ndltd.ncl.edu.tw/handle/94907385053391859098 |