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Modeling foreign exchange risk premium in Armenia
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SYSNO ASEP 0317823 Document Type J - Journal Article R&D Document Type Journal Article Subsidiary J Článek ve WOS Title Modeling foreign exchange risk premium in Armenia Title Modelování prémie pro kurzovní risk v Arménii Author(s) Poghosyan, Tigran (NHU-C)
Kočenda, Evžen (NHU-C) RID
Zemčík, P. (CZ)Source Title Emerging Markets Finance and Trade - ISSN 1540-496X
Roč. 44, č. 1 (2008), s. 41-61Number of pages 21 s. Publication form www - www Language eng - English Country US - United States Keywords foreign exchange risk premium ; Armenia ; affine term structure models Subject RIV AH - Economics R&D Projects LC542 GA MŠMT - Ministry of Education, Youth and Sports (MEYS) CEZ MSM0021620846 - NHU-C UT WOS 000253802400004 DOI 10.2753/REE1540-496X440103 Annotation This paper applies stochastic discount factor methodology to modeling the foreign exchange risk premium in Armenia. We use weekly data on foreign and domestic currency deposits, which coexist in the Armenian banking system. Workplace Economics Institute - CERGE Contact Tomáš Pavela, pavela@cerge-ei.cz, Tel.: 224 005 122 Year of Publishing 2009
Number of the records: 1