자료유형 | E-Book |
---|---|
개인저자 | Wu, Mi. |
단체저자명 | University of Rochester. Business Administration. |
서명/저자사항 | FX Risk Premia from the Bond Markets. |
발행사항 | [S.l.] : University of Rochester., 2018 |
발행사항 | Ann Arbor : ProQuest Dissertations & Theses, 2018 |
형태사항 | 83 p. |
소장본 주기 | School code: 0188. |
ISBN | 9780438380707 |
일반주기 |
Source: Dissertation Abstracts International, Volume: 80-02(E), Section: A.
Advisers: Ron Kaniel |
요약 | This paper proposes a two-country term structure model of joint behavior of bond markets and foreign exchange (FX) markets. With risk factors extracted from local bond markets of G10 currency countries, the term structure model is able to reprod |
일반주제명 | Finance. Economics. |
언어 | 영어 |
기본자료 저록 | Dissertation Abstracts International80-02A(E). Dissertation Abstract International |
대출바로가기 | http://www.riss.kr/pdu/ddodLink.do?id=T14998676 |