About: Macroeconomic sources of foreign exchange risk in new EU members

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An Entity of Type : http://linked.opendata.cz/ontology/domain/vavai/Vysledek, within Data Space : linked.opendata.cz associated with source document(s)

Attributes	Values
rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
Description	We address the issue of foreign exchange risk and its macroeconomic determinants in several new EU members. We derive the observable macroeconomic factors—consumption and inflation—using the stochastic discount factor (SDF) approach. The joint distribution of excess returns in the foreign exchange market and the factors are modeled using a multivariate GARCH-in-mean specification. We address the issue of foreign exchange risk and its macroeconomic determinants in several new EU members. We derive the observable macroeconomic factors—consumption and inflation—using the stochastic discount factor (SDF) approach. The joint distribution of excess returns in the foreign exchange market and the factors are modeled using a multivariate GARCH-in-mean specification. (en)
Title	Macroeconomic sources of foreign exchange risk in new EU members Macroeconomic sources of foreign exchange risk in new EU members (en)
skos:prefLabel	Macroeconomic sources of foreign exchange risk in new EU members Macroeconomic sources of foreign exchange risk in new EU members (en)
skos:notation	RIV/00216208:11640/09:00330828!RIV10-GA0-11640___
http://linked.open...avai/riv/aktivita	P Z
http://linked.open...avai/riv/aktivity	P(GA402/08/1376), P(LC542), Z(MSM0021620846)
http://linked.open...iv/cisloPeriodika	11
http://linked.open...vai/riv/dodaniDat	2010
http://linked.open...aciTvurceVysledku	Kočenda, Evžen
http://linked.open.../riv/druhVysledku	J - Článek v odborném periodiku
http://linked.open...iv/duvernostUdaju	S - Úplné a pravdivé údaje nepodléhající ochraně podle zvláštních právních předpisů
http://linked.open...titaPredkladatele	Univerzita Karlova v Praze / Centrum pro ekonomický výzkum a doktorská studia
http://linked.open...dnocenehoVysledku	324312
http://linked.open...ai/riv/idVysledku	RIV/00216208:11640/09:00330828
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	foreign exchange risk; time-varying risk premium; Stochastic discount factor; new EU member countries (en)
http://linked.open.../riv/klicoveSlovo	foreign exchange risk time-varying risk premium new EU member countries Stochastic discount factor
http://linked.open...odStatuVydavatele	NL - Nizozemsko
http://linked.open...ontrolniKodProRIV	[D6EA249AF248]
http://linked.open...i/riv/nazevZdroje	Journal of Banking & Finance
http://linked.open...in/vavai/riv/obor	AH
http://linked.open...ichTvurcuVysledku	1 (xsd:int)
http://linked.open...cetTvurcuVysledku	2 (xsd:int)
http://linked.open...vavai/riv/projekt	Center of Advanced Political Economy Research Information, Spillovers, and Impact on Capital Markets: Theory and Empirics of the Intra-day Data Approach
http://linked.open...UplatneniVysledku	2009
http://linked.open...v/svazekPeriodika	33
http://linked.open...iv/tvurceVysledku	Kočenda, Evžen Poghosyan, T.
http://linked.open...ain/vavai/riv/wos	000271343700021
http://linked.open...n/vavai/riv/zamer	Ekonomické dopady evropské integrace na ČR
issn	0378-4266
number of pages	10 (xsd:int)
http://localhost/t...ganizacniJednotka	11640

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