Search results
- 1.0411148 - UTIA-B 20030135 CZ eng V - Research Report
Derviz, Alexis
Components of the Czech Koruna Risk Premium in a Multiple-Dealer FX Market.
Praha: Česká Národní Banka, 2003. 36 s. Research Report, 4.
Institutional research plan: CEZ:AV0Z1075907
Keywords : Bayesian learning * FX microstructure * uncovered parity
Subject RIV: AH - Economics
Permanent Link: http://hdl.handle.net/11104/0131234 - 2.0410798 - UTIA-B 20020012 RIV CZ eng J - Journal Article
Derviz, Alexis
The uncovered parity properties of the Czech Koruna.
Prague Economic Papers. Roč. 11, č. 1 (2002), s. 17-37. ISSN 1210-0455. E-ISSN 2336-730X
R&D Projects: GA AV ČR KSK1019101
Institutional research plan: CEZ:AV0Z1075907
Keywords : uncovered parity * asset prices * international consumption-based capital asset pricing model
Subject RIV: AH - Economics
Permanent Link: http://hdl.handle.net/11104/0130885 - 3.0106276 - UTIA-B 20040088 RIV NL eng J - Journal Article
Derviz, Alexis
Asset Return Dynamics and the FX Risk Premium in a Decentralized Dealer Market.
[Dynamika vynosu aktiv a rizikova premie na decentralizovanem mezidealerskem devizovem trhu.]
European Economic Review. Roč. 48, č. 4 (2004), s. 747-784. ISSN 0014-2921. E-ISSN 1873-572X
Institutional research plan: CEZ:AV0Z1075907
Keywords : FX microstructure * exchange rate * uncovered parity
Subject RIV: AH - Economics
Impact factor: 1.169, year: 2004
Permanent Link: http://hdl.handle.net/11104/0013458