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Essays on Exchange Rates and Term Structures
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| 자료유형 | 학위논문 |
|---|---|
| 서명/저자사항 | Essays on Exchange Rates and Term Structures. |
| 개인저자 | Nam, Byunghoon. |
| 단체저자명 | University of Washington. Economics. |
| 발행사항 | [S.l.]: University of Washington., 2018. |
| 발행사항 | Ann Arbor: ProQuest Dissertations & Theses, 2018. |
| 형태사항 | 150 p. |
| 기본자료 저록 | Dissertation Abstracts International 79-12A(E). Dissertation Abstract International |
| ISBN | 9780438174078 |
| 학위논문주기 | Thesis (Ph.D.)--University of Washington, 2018. |
| 일반주기 |
Source: Dissertation Abstracts International, Volume: 79-12(E), Section: A.
Adviser: Yu-chin Chen. |
| 요약 | 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 |
| 요약 | 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 |
| 요약 | 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 |
| 일반주제명 | Economics. |
| 언어 | 영어 |
| 바로가기 | 
: 이 자료의 원문은 한국교육학술정보원에서 제공합니다. |
