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

Facets (new session)
Description
Metadata
Settings
- owl:sameAs
- Inference Rule:

About: Macroeconomic sources of foreign exchange risk in new EU members Goto Sponge NotDistinct Permalink

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	Řešíme problém devizových rizik a jejich makroekonomických determinant u několika nových členských států EU. V modelu používáme stochastický diskontní faktor a vícerozměrný GARCH model. (cs) We address the issue of foreign exchange risk and its macroeconomic determinants in several new EU members. The joint distribution of excess returns in the foreign exchange market and the observable macroeconomic factors is modeled using the stochastic discount factor (SDF) approach and a multivariate GARCH-in-mean model. We address the issue of foreign exchange risk and its macroeconomic determinants in several new EU members. The joint distribution of excess returns in the foreign exchange market and the observable macroeconomic factors is modeled using the stochastic discount factor (SDF) approach and a multivariate GARCH-in-mean model. (en)
Title	Macroeconomic sources of foreign exchange risk in new EU members Makroekonomické zdroje devizových rizik u nových členů EU (cs) Macroeconomic sources of foreign exchange risk in new EU members (en)
skos:prefLabel	Macroeconomic sources of foreign exchange risk in new EU members Makroekonomické zdroje devizových rizik u nových členů EU (cs) Macroeconomic sources of foreign exchange risk in new EU members (en)
skos:notation	RIV/00216208:11640/08:00310536!RIV09-MSM-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...vai/riv/dodaniDat	2009
http://linked.open...aciTvurceVysledku	Kočenda, Evžen Poghosyan, Tigran
http://linked.open.../riv/druhVysledku	O - Ostatní výsledky nezařaditelné do žádného z výše uvedených druhů výsledku
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	377355
http://linked.open...ai/riv/idVysledku	RIV/00216208:11640/08:00310536
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	foreign exchange risk; time-varying risk premium; stochastic discount factor (en)
http://linked.open.../riv/klicoveSlovo	foreign exchange risk stochastic discount factor time-varying risk premium
http://linked.open...ontrolniKodProRIV	[3CAC2353E3BE]
http://linked.open...in/vavai/riv/obor	AH
http://linked.open...ichTvurcuVysledku	2 (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	2008
http://linked.open...iv/tvurceVysledku	Kočenda, Evžen Poghosyan, Tigran
http://linked.open...n/vavai/riv/zamer	Ekonomické dopady evropské integrace na ČR
http://localhost/t...ganizacniJednotka	11640

Faceted Search & Find service v1.16.118 as of Jun 21 2024

Alternative Linked Data Documents: ODE Content Formats:

RDF

ODATA

Microdata

About

OpenLink Virtuoso version 07.20.3240 as of Jun 21 2024, on Linux (x86_64-pc-linux-gnu), Single-Server Edition (126 GB total memory, 58 GB memory in use)
Data on this page belongs to its respective rights holders.
Virtuoso Faceted Browser Copyright © 2009-2024 OpenLink Software