Search Results for time-varying risk premium

Sort By
Showing 1-6 of 730

This paper analyzes macroeconomic determinants of the foreign exchange risk premium in two Gulf...

This paper looks at the effects of a China slowdown on Emerging Market Economies (Indonesia,...

Medium-term growth can be enhanced by fiscal stabilization. However, to date, no systematic...

This paper introduces a time-varying threshold autoregressive model (TVTAR), which is used to...

When constructing hedged interest rate arbitrage portfolios for basket currencies, two issues...

This paper reviews recent advances in the specification and estimation of Bayesian Vector...