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020 ▼a 9780438380707
035 ▼a (MiAaPQ)AAI10824561
035 ▼a (MiAaPQ)rochester:11672
040 ▼a MiAaPQ ▼c MiAaPQ ▼d 248032
0820 ▼a 658
1001 ▼a Wu, Mi.
24510 ▼a FX Risk Premia from the Bond Markets.
260 ▼a [S.l.] : ▼b University of Rochester., ▼c 2018
260 1 ▼a Ann Arbor : ▼b ProQuest Dissertations & Theses, ▼c 2018
300 ▼a 83 p.
500 ▼a Source: Dissertation Abstracts International, Volume: 80-02(E), Section: A.
500 ▼a Advisers: Ron Kaniel
5021 ▼a Thesis (Ph.D.)--University of Rochester, 2018.
520 ▼a 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
590 ▼a School code: 0188.
650 4 ▼a Finance.
650 4 ▼a Economics.
690 ▼a 0508
690 ▼a 0501
71020 ▼a University of Rochester. ▼b Business Administration.
7730 ▼t Dissertation Abstracts International ▼g 80-02A(E).
773 ▼t Dissertation Abstract International
790 ▼a 0188
791 ▼a Ph.D.
792 ▼a 2018
793 ▼a English
85640 ▼u http://www.riss.kr/pdu/ddodLink.do?id=T14998676 ▼n KERIS
980 ▼a 201812 ▼f 2019
990 ▼a 관리자