文章基本信息
- 标题：Determinants of the Foreign Exchange Risk Premium in Gulf Cooperation Council Countries
- 本地全文：下载
- 作者：Poghosyan, Tigran
- 期刊名称：International Monetary Fund Survey
- 印刷版ISSN：0047-083X
- 出版年度：2010
- 期号：nov
- 出版社：International Monetary Fund
- 关键词：foreign exchange risk; time-varying risk premium; multivariate GARCH-in-Mean; GCC
