A study of the risk-return relations in shipping freight markets
博士 === 國立臺灣海洋大學 === 航運管理學系 === 103 === This paper adopts EGARCH-M model to investigate the risk-return trade-off relations in shipping freight market, and analyzes how it was influenced by the 2008 financial tsunami. This research examines the risk-return relation for freight rates of three major sh...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2015
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| Online Access: | http://ndltd.ncl.edu.tw/handle/44966518830500256792 |