Analysis of Risk Premium Behavior in the Tunisian Foreign Exchange Market During Crisis Period
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More about this item
Keywords
Risk premium; Term premium; Estimation; TND/Euro; TND/USD; CARCH-M; E-GARCH;All these keywords.
JEL classification:
- M1 - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics - - Business Administration
- N8 - Economic History - - Micro-Business History
- G3 - Financial Economics - - Corporate Finance and Governance
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