Analysing currency risk premia in the Czech Republic, Hungary, Poland and Slovakia
Year of publication: |
2010
|
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Authors: | Rezessy, András |
Publisher: |
Budapest : Magyar Nemzeti Bank |
Subject: | risk premium | exchange rate | Kalman filter | survey data |
Series: | MNB Working Papers ; 2010/7 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 635696762 [GVK] hdl:10419/83620 [Handle] |
Classification: | C30 - Econometric Methods: Multiple/Simultaneous Equation Models. General ; C42 - Survey Methods ; F31 - Foreign Exchange ; G15 - International Financial Markets |
Source: |
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Analysing currency risk premia in the Czech Republic, Hungary, Poland and Slovakia
Rezessy, András, (2010)
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Analysing currency risk premia in the Czech Republic, Hungary, Poland and Slovakia
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Analysing currency risk premia in the Czech Republic, Hungary, Poland and Slovakia
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