Determinanty forwardového kurzu a role rizikových prémií (příklad měnových párů czk/eur a czk/usd)
[Determinants of Forward Exchange Rate and the Role of Risk Premiums (Case of CZK/EUR and CZK/USD Parities)]
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DOI: 10.18267/j.polek.1263
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More about this item
Keywords
forward and spot exchange rates; unbiasedness hypothesis; interest rate differentials; risk premium; econometric model;All these keywords.
JEL classification:
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
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