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April 20, 2014

The search found 1 of 12485 documents sorted by Date with the following criteria:
Subject / Keyword: foreign exchange risk; time-varying risk premium; multivariate GARCH-in-Mean; GCC

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Title: Determinants of the Foreign Exchange Risk Premium in Gulf Cooperation Council Countries
Author/Editor: Poghosyan, Tigran
Series: Working Paper No. 10/255
Published: November 1, 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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