Search results
- 1.0342813 - NHU-C 2011 RIV CZ eng J - Journal Article
Kočenda, Evžen - Poghosyan, T.
Exchange rate risk in Central European countries.
Finance a úvěr-Czech Journal of Economics and Finance. Roč. 60, č. 1 (2010), s. 22-39. ISSN 0015-1920. E-ISSN 0015-1920
R&D Projects: GA ČR(CZ) GA402/08/1376; GA MŠMT LC542
Institutional research plan: CEZ:MSM0021620846
Keywords : foreign exchange risk * time-varying risk premium * stochastic discount factor
Subject RIV: AH - Economics
Impact factor: 0.278, year: 2010
http://journal.fsv.cuni.cz/storage/1178_str_22_39_-_ko%C4%8Denda.pdf
Permanent Link: http://hdl.handle.net/11104/0185440 - 2.0330828 - NHU-C 2010 RIV NL eng J - Journal Article
Kočenda, Evžen - Poghosyan, T.
Macroeconomic sources of foreign exchange risk in new EU members.
Journal of Banking & Finance. Roč. 33, č. 11 (2009), s. 2164-2173. ISSN 0378-4266. E-ISSN 1872-6372
R&D Projects: GA ČR(CZ) GA402/08/1376; GA MŠMT LC542
Institutional research plan: CEZ:MSM0021620846
Keywords : foreign exchange risk * time-varying risk premium * Stochastic discount factor * new EU member countries
Subject RIV: AH - Economics
Impact factor: 1.908, year: 2009
Permanent Link: http://hdl.handle.net/11104/0176522 - 3.0310536 - NHU-C 2009 RIV US eng O - Others
Poghosyan, Tigran - Kočenda, Evžen
Macroeconomic sources of foreign exchange risk in new EU members.
[Makroekonomické zdroje devizových rizik u nových členů EU.]
2008
R&D Projects: GA ČR(CZ) GA402/08/1376; GA MŠMT LC542
Institutional research plan: CEZ:MSM0021620846
Keywords : foreign exchange risk * time-varying risk premium * stochastic discount factor
Subject RIV: AH - Economics
Permanent Link: http://hdl.handle.net/11104/0162369 - 4.0309853 - NHÚ 2009 SIGLE US eng J - Journal Article
Poghosyan, T. - Kočenda, Evžen
Macroeconomic sources of foreign exchange risk in new EU members.
William Davidson Institute Working Paper Series. -, č. 898 (2007), s. 1-25
Institutional research plan: CEZ:AV0Z70850503
Keywords : foreign exchange risk * time-varying risk premium * stochastic discount factor
Subject RIV: AH - Economics
http://www.wdi.umich.edu/files/Publications/WorkingPapers/wp898.pdf
Permanent Link: http://hdl.handle.net/11104/0161881 - 5.0080852 - NHÚ 2007 US eng J - Journal Article
Poghosyan, Tigran - Kočenda, E.
Foreign exchange risk premium determinants: case of Armenia.
[Determinanty rizikové prémie měnového kurzu: případ Arménie.]
William Davidson Institute Working Paper Series. -, č. 811 (2006), s. 1-17
R&D Projects: GA MŠMT LC542
Institutional research plan: CEZ:AV0Z70850503
Keywords : “forward premium” puzzle * exchange rate risk * time-varying risk premium
Subject RIV: AH - Economics
http://www.wdi.umich.edu/files/Publications/WorkingPapers/wp811.pdf
Permanent Link: http://hdl.handle.net/11104/0144897 - 6.0039387 - NHÚ 2007 RIV CZ eng J - Journal Article
Poghosyan, Tigran - Kočenda, Evžen
Foreign exchange risk premium determinants: case of Armenia.
[Determinanty rizikové prémie měnového kurzu: případ Arménie.]
CERGE-EI Working Paper Series. -, č. 297 (2006), s. 1-37. ISSN 1211-3298
Institutional research plan: CEZ:AV0Z70850503
Keywords : “forward premium” puzzle * exchange rate risk * time-varying risk premium
Subject RIV: AH - Economics
http://www.cerge-ei.cz/pdf/wp/Wp297.pdf
Permanent Link: http://hdl.handle.net/11104/0133492File Download Size Commentary Version Access Wp297.pdf 0 811.7 KB Publisher’s postprint open-access