Modeling Foreign Exchange Risk Premium in Armenia
Year of publication: |
2008
|
---|---|
Authors: | Poghosyan, Tigran ; Evžen KoÄenda ; ZemÄik, Petr |
Published in: |
Emerging Markets Finance and Trade. - M.E. Sharpe, Inc., ISSN 1540-496X. - Vol. 44.2008, 1, p. 41-61
|
Publisher: |
M.E. Sharpe, Inc. |
Subject: | affine term structure models | Armenia | foreign exchange risk | forward premium puzzle | GARCH-in-mean | time-varying risk premium | transition and emerging markets |
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