Exchange rate risks and asset prices in a small open economy
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References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Roman Hotvath, 2005. "Real Equilibrium Exchange Rate Estimates: To What Extent Applicable for Setting the Central Parity?," International Finance 0509006, EconWPA.
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- Ondrej Schneider & Jan Zápal, 2005. "Fiscal Policy in New EU Member States – Go East, Prudent Man!," CESifo Working Paper Series 1486, CESifo Group Munich.
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"Behaviorální a fundamentální rovnovážný měnový kurz české koruny
[Behavioural and Fundamental Equilibrium Exchange Rate of the Czech Koruna]," Politická ekonomie, University of Economics, Prague, vol. 2012(2), pages 147-166.
- Jan Brùha & Alexis Derviz, 2006. "Macroeconomic Factors and the Balanced Value of the Czech Koruna/Euro Exchange Rate (in English)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 56(7-8), pages 318-343, July.
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Charles University Prague, Faculty of Social Sciences, vol. 55(5-6), pages 232-252, May.
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- Ian Babetskii & Balazs Egert, 2005. "Equilibrium Exchange Rate in the Czech Republic: How Good is the Czech BEER?," CERGE-EI Working Papers wp267, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- Roman Horváth, 2005. "Real Equilibrium Exchange Rate Estimates: To What Extent Are They Applicable for Setting the Central Parity?," Working Papers IES 75, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised 2005.
More about this item
Keywordsexchange rate; latent risk; order flow; pricing kernel; state space;
- F31 - International Economics - - International Finance - - - Foreign Exchange
- F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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