Estimation of the time-varying risk premium in the Czech foreign exchange market
Year of publication: |
2012
|
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Authors: | Pošta, Vít |
Published in: |
Prague economic papers : a bimonthly journal of economic theory and policy. - Prague : Oeconomica Publ., ISSN 1210-0455, ZDB-ID 1112445-3. - Vol. 21.2012, 1, p. 3-17
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Subject: | Devisenmarkt | Foreign exchange market | Währungsrisiko | Exchange rate risk | Risikoprämie | Risk premium | Zinsparität | Interest rate parity | Zustandsraummodell | State space model | Tschechien | Czech Republic | 2001-2009 |
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