Foreign Exchange Risk Premium Determinants: Case of Armenia
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- Tigran Poghosyan & Evzen Kocenda, 2006. "Foreign Exchange Risk Premium Determinants: Case of Armenia," CERGE-EI Working Papers wp297, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
References listed on IDEAS
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More about this item
Keywords???forward discount??? puzzle; exchange rate risk; affine term structure models; foreign and domestic deposits; transition and emerging markets; Armenia;
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
- F31 - International Economics - - International Finance - - - Foreign Exchange
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- O16 - Economic Development, Innovation, Technological Change, and Growth - - Economic Development - - - Financial Markets; Saving and Capital Investment; Corporate Finance and Governance
- P20 - Economic Systems - - Socialist Systems and Transition Economies - - - General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2006-07-02 (All new papers)
- NEP-CWA-2006-07-02 (Central & Western Asia)
- NEP-FIN-2006-07-02 (Finance)
- NEP-FMK-2006-07-02 (Financial Markets)
- NEP-IFN-2006-07-02 (International Finance)
- NEP-MAC-2006-07-02 (Macroeconomics)
- NEP-TRA-2006-07-02 (Transition Economics)
- NEP-UPT-2006-07-02 (Utility Models & Prospect Theory)
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