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East Asian currency crisis
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exchange rate policy in East Asia
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foreign exchange risk premium
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unobserved components models
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Risk Premiums and Exchange Rate Expectations: A Reassessment of the So-Called Dollar Peg Policies of Crisis East Asian Countries, 1994-97
Shinji, TAKAGI
;
Taro, ESAKA
-
Economic and Social Research Institute (ESRI), Cabinet …
-
2001
We use an unobserved components model to extract the
foreign
exchange
risk
premium from the excess ex post returns of …
Persistent link: https://www.econbiz.de/10011252338
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