Determinants of the Foreign Exchange Risk Premium in Gulf Cooperation Council Countries
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- Ioannis N. Kallianiotis, 2016. "Factors Affecting the Exchange Rate Risk Premium," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 6(6), pages 1-3.
- Kodongo, Odongo & Ojah, Kalu, 2014. "The conditional pricing of currency and inflation risks in Africa's equity markets," MPRA Paper 56100, University Library of Munich, Germany.
- Kodongo, Odongo & Ojah, Kalu, 2014. "Conditional pricing of currency risk in Africa's equity markets," Emerging Markets Review, Elsevier, vol. 21(C), pages 133-155.
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KeywordsForeign exchange risk; Foreign exchange; International financial markets; time-varying risk premium; multivariate GARCH-in- Mean; GCC; risk premium; exchange risk; exchange rate; Multivariate Garch-in-mean;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-12-04 (All new papers)
- NEP-ARA-2010-12-04 (MENA - Middle East & North Africa)
- NEP-CWA-2010-12-04 (Central & Western Asia)
- NEP-ENE-2010-12-04 (Energy Economics)
- NEP-UPT-2010-12-04 (Utility Models & Prospect Theory)
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