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外汇市场风险贴水
外汇市场风险贴水

外汇市场风险贴水PDF电子书下载

经济

  • 电子书积分:10 积分如何计算积分?
  • 作 者:胡小强著
  • 出 版 社:重庆:重庆出版社
  • 出版年份:1997
  • ISBN:7536636660
  • 页数:204 页
图书介绍:
《外汇市场风险贴水》目录

Chapter 1 MACROECONOMIC UNCER TAINTY AND THE RISK PREMIUM IN THE FOREIGN EXCHANGE MARKET 1

Chapter 2 COMMON RETURN AND VOLATILITY MOVEMENTS IN FORWARD FOREIGN EXCHANGE MARKETS: AMULTIVARIATE DYNAMIC FACTOR PRICING MODEL 46

Chapter 3 INVESTMENT AND FINAN CING CONSTRAINTS: ASWITCHING REGRESSION APPROACH USING US FIRM PANEL DATA 90

Chapter 4 THE VARIABILITY OF INFLATION AND REAL STOCK RETURNS 170

CKNOWLEDGMENTS 205

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