- 學位論文
新興經濟體匯率溢酬之研究
The investingation of foreign exchange rate premia in emerging economies
若您是本文的作者，可授權文章由華藝線上圖書館中協助推廣。
並列摘要
This abstract would not be displayed due to no authorization.
參考文獻
郭炳伸、何祖平、李政峰，（2001），「台幣/美元遠期外匯風險溢酬有多大?」經濟論文叢刊，第29卷第4期，頁383-413。
Akaike, H., (1973), Information Theory and an Extension of the Maximum Likelihood Principle, Budapest: Akademiai Kiado.
Aroskar, R., S. K. Sarkar, and P. E. Swanson, (2004), “European Foreign Exchange Market Efficiency: Evidence Based on Crisis and Noncrisis Periods,” International Review of Financial Analysis, Vol. 13, pp. 333-347.
Backus, D., G. Allan and C. Telmer, (1993), “Accounting for Forward Rate in Markets for Foreign Currency,” Journal of Finance, Vol. 48, pp. 1887-1908.
Bakshi, G., P. Carr, and L. Wu, (2008), “Stochastic Risk Premiums, Stochastic Skewness in Currency Options, and Stochastic Discount Factors in International Economies,” Journal of Financial Economics, Vol. 87, pp. 132-156.
延伸閱讀
- 許碧娟（2014）。新興經濟體外匯市場效率實證研究〔碩士論文，國立中正大學〕。華藝線上圖書館。https://www.airitilibrary.com/Article/Detail?DocID=U0033-2110201613574704
- 王俊凱（2008）。新興市場股票型基金績效評估: 以國內投信發行為例〔碩士論文，國立暨南國際大學〕。華藝線上圖書館。https://www.airitilibrary.com/Article/Detail?DocID=U0020-1308200800383100
- 傅功億（2012）。新興市場波動模式之研究〔碩士論文，朝陽科技大學〕。華藝線上圖書館。https://www.airitilibrary.com/Article/Detail?DocID=U0078-1511201214172654
- Liao, F. I. (2015). 新現代計量模型在預測股價報酬率溢酬上之全面性研究 [master's thesis, National Tsing Hua University]. Airiti Library. https://www.airitilibrary.com/Article/Detail?DocID=U0016-0312201510295043
- Chien, C. C. (2012). Essays on the Determinants of Foreign Exchange Rates [doctoral dissertation, National Taiwan University]. Airiti Library. https://doi.org/10.6342/NTU.2012.02618