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September 25, 2016

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Subject/Keyword: multivariate GARCH-in-Mean

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1. Title: Determinants of the Foreign Exchange Risk Premium in Gulf Cooperation Council Countries
  Author/Editor: Poghosyan, Tigran
  Series: IMF Working Papers
  Published: November 01, 2010
  Subject(s): Consumption | Cooperation Council for the Arab States of the Gulf | Currency pegs | Economic models | Foreign exchange | Inflation | Oil prices | Risk premium | Saudi Arabia | United Arab Emirates | United States
  Author's Keyword(s): foreign exchange risk | time-varying risk premium | multivariate GARCH-in-Mean | GCC

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