Analysing currency risk premia in the Czech Republic, Hungary, Poland and Slovakia
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- Sági, Judit, 2012. "Debt trap - monetary indicators of Hungary's indebtedness," MPRA Paper 40343, University Library of Munich, Germany.
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Keywordsrisk premium; exchange rate; Kalman filter; survey data;
- C30 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - General
- C42 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Survey Methods
- F31 - International Economics - - International Finance - - - Foreign Exchange
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-08-14 (All new papers)
- NEP-EEC-2010-08-14 (European Economics)
- NEP-TRA-2010-08-14 (Transition Economics)
- NEP-UPT-2010-08-14 (Utility Models & Prospect Theory)
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