Related Books
Language: en
Pages: 40
Pages: 40
Type: BOOK - Published: 1997-04-01 - Publisher: International Monetary Fund
This paper challenges the conventional view that foreign exchange risk premiums are small, not volatile, and unrelated to macroeconomic variables. For the Itali
Language: cs
Pages: 37
Pages: 37
Type: BOOK - Published: 2006 - Publisher:
Language: en
Pages: 26
Pages: 26
Type: BOOK - Published: 2010-11-01 - Publisher: International Monetary Fund
This paper analyzes macroeconomic determinants of the foreign exchange risk premium in two Gulf Cooperation Council (GCC) countries that peg their currencies to
Language: en
Pages: 90
Pages: 90
Type: BOOK - Published: 1991 - Publisher:
Language: en
Pages: 32
Pages: 32
Type: BOOK - Published: 2006-08 - Publisher: International Monetary Fund
Large fundamental imbalances persist in the global economy, with potential exchange rate implications. This paper assesses whether exchange rate risk is priced