- Publication venue
- Publication date
- 01/01/1966
- Field of study
Get PDF外汇风险溢酬是从资产定价角度研究汇率变化的核心内容,但还未获得一致结论。目前,对外汇风险溢酬的时间序列建模并不理想,隐含变量模型和仿射模型都不能刻画外汇风险溢酬的时间序列特征;对外汇风险溢酬风险因子的研究缺乏一个统一框架,消费、微观市场因子和货币政策都只能部分解释外汇风险溢酬的变化。基于随机贴现因子的模型目前相对零散,但这一框架是后续研究的重点。一个亟待研究的课题是既把汇率作为投资性资产的价格,又考虑汇率作为两国货币的相对比价,研究外汇风险溢酬与两国经济波动、两国经济相关性的内在联系,从理论上厘清影响外汇风险溢酬的因素
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- 'Springer Science and Business Media LLC'
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- CERN
- Publication date
- 01/01/1970
- Field of study
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- Publication venue
- 'Elsevier BV'
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- Publication date
- 01/01/1970
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- Publication date
- 01/01/1978
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- Publication venue
- 'Elsevier BV'
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- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/1964
- Field of study
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