Components of the Czech Koruna Risk Premium in a Multiple-Dealer FX Market
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More about this item
KeywordsBayesian learning; FX microstructure; optimizing dealer; uncovered parity.;
- F31 - International Economics - - International Finance - - - Foreign Exchange
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G29 - Financial Economics - - Financial Institutions and Services - - - Other
- D49 - Microeconomics - - Market Structure, Pricing, and Design - - - Other
- D82 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Asymmetric and Private Information; Mechanism Design
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2005-04-16 (All new papers)
- NEP-FIN-2005-04-16 (Finance)
- NEP-IFN-2005-04-16 (International Finance)
- NEP-RMG-2005-04-16 (Risk Management)
- NEP-TRA-2005-04-16 (Transition Economics)
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