Components of the Czech Koruna Risk Premium in a Multiple-Dealer FX Market
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Cited by:
- Adam Geršl & Tomáš Holub, 2006.
"Foreign Exchange Interventions Under Inflation Targeting: The Czech Experience,"
Contemporary Economic Policy, Western Economic Association International, vol. 24(4), pages 475-491, October.
- Tomas Holub, 2004. "Foreign Exchange Interventions Under Inflation Targeting: The Czech Experience," Research and Policy Notes 2004/01, Czech National Bank, Research and Statistics Department.
- Holub, Tomáš, 2004. "Foreign exchange interventions under inflation targeting: the Czech Experience," Research Notes 17, Deutsche Bank Research.
- Aleš Bulíø, 2005.
"Liberalized Markets Have More Stable Exchange Rates: Short-Run Evidence from Four Transition Countries,"
Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 55(5-6), pages 206-231, May.
- Mr. Aleš Bulíř, 2004. "Liberalized Markets Have More Stable Exchange Rates: Short-Run Evidence From Four Transition Countries," IMF Working Papers 2004/035, International Monetary Fund.
- Derviz, Alexis, 2004. "Exchange rate risks and asset prices in a small open economy," Working Paper Series 314, European Central Bank.
- Tomas Holub, 2005. "Forex interventions: the Czech experience," BIS Papers chapters, in: Bank for International Settlements (ed.), Foreign exchange market intervention in emerging markets: motives, techniques and implications, volume 24, pages 150-61, Bank for International Settlements.
- Ales Bulir, 2003. "Some Exchange Rates Are More Stable than Others: Short-Run Evidence from Transition Countries," Working Papers 2003/05, Czech National Bank, Research and Statistics Department.
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More about this item
Keywords
Bayesian learning; FX microstructure; optimizing dealer; uncovered parity;All these keywords.
JEL classification:
- 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 fields
This paper has been announced in the following NEP Reports:- 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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