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008181129s2018 ||| | | | eng d
020 ▼a 9780438174078
035 ▼a (MiAaPQ)AAI10823388
035 ▼a (MiAaPQ)washington:18483
040 ▼a MiAaPQ ▼c MiAaPQ ▼d 248032
0491 ▼f DP
0820 ▼a 330
1001 ▼a Nam, Byunghoon.
24510 ▼a Essays on Exchange Rates and Term Structures.
260 ▼a [S.l.] : ▼b University of Washington., ▼c 2018
260 1 ▼a Ann Arbor : ▼b ProQuest Dissertations & Theses, ▼c 2018
300 ▼a 150 p.
500 ▼a Source: Dissertation Abstracts International, Volume: 79-12(E), Section: A.
500 ▼a Adviser: Yu-chin Chen.
5021 ▼a Thesis (Ph.D.)--University of Washington, 2018.
520 ▼a The overall theme of this dissertation is the explanation of the relationship between the exchange rates and the term structures of assets. Chapter 1, "Theoretical Exposition of Exchange Rate and Term Structures", develop a theoretical framework
520 ▼a Chapter 2, "Currency returns, Credit Risk and its Proximity: Evidence from Sovereign Credit Default Swap", examines whether credit risk and its proximity are priced in currency returns by making use of information in the term structure of sovere
520 ▼a Chapter 3, "Global Financial Crisis and the Exchange Rate - Yield Curve Connection" co-authored with Yu-chin Chen and Kwok Ping Tsang, examines how the recent crisis and associated policy responses affect the relationship between market expectat
590 ▼a School code: 0250.
650 4 ▼a Economics.
690 ▼a 0501
71020 ▼a University of Washington. ▼b Economics.
7730 ▼t Dissertation Abstracts International ▼g 79-12A(E).
773 ▼t Dissertation Abstract International
790 ▼a 0250
791 ▼a Ph.D.
792 ▼a 2018
793 ▼a English
85640 ▼u http://www.riss.kr/pdu/ddodLink.do?id=T14998564 ▼n KERIS
980 ▼a 201812 ▼f 2019
990 ▼a 관리자 ▼b 관리자