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: | Kuo, Chih-Cheng, 郭志成 |
---|---|
Other Authors: | Chang, Chih-Ching |
Format: | Others |
Language: | zh-TW |
Published: |
2015
|
Online Access: | http://ndltd.ncl.edu.tw/handle/44966518830500256792 |
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