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~institution:"Magyar Nemzeti Bank (MNB)"
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Search: subject:"Risk premium"
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risk premium
2
Catching-up
1
Consumption boom
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FDI
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GMM
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Kalman filter
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Risk Premium
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currency option
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density forecasting
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exchange rate pass-through
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implied risk-neutral density function
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monetary policy
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risk premium shocks
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Benczúr, Péter
1
Csávás, Csaba
1
Rezessy, András
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Simon, András
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Várpalotai, Viktor
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Magyar Nemzeti Bank (MNB)
National Bureau of Economic Research
309
International Monetary Fund (IMF)
111
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
29
C.E.P.R. Discussion Papers
26
International Monetary Fund
19
HAL
18
CESifo
11
School of Economics and Management, University of Aarhus
10
Université Paris-Dauphine (Paris IX)
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EconomiX, Université Paris Ouest-Nanterre la Défense (Paris X)
9
Banca d'Italia
8
Institut de Préparation à l'Administration et à la Gestion (IPAG)
8
Department of Economics and Related Studies, University of York
7
EconWPA
7
European Central Bank
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Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
7
IESE Business School, Universidad de Navarra
7
Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
6
Institute of Finance and Accounting <London>
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Board of Agriculture (Great Britain)
5
Department of Economics, Trinity College
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Duke University, Department of Economics
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Ekonomiska forskningsinstitutet <Stockholm>
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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Rodney L. White Center for Financial Research
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Türkiye Cumhuriyet Merkez Bankası
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University of Chicago / Center for Research in Security Prices
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Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE)
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Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia
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Faculty of Economics, University of Tokyo
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Fakultät für Wirtschaftswissenschaften, Technische Universität München
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Federal Reserve Bank of New York
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Analysing currency risk premia in the Czech Republic, Hungary, Poland and Slovakia
Rezessy, András
-
Magyar Nemzeti Bank (MNB)
-
2010
high signal-to-noise ratio in the case of Hungary where the
risk
premium
has been large and exhibited substantial shifts …
Persistent link: https://www.econbiz.de/10008461978
Saved in:
2
Risk
premium
shocks, monetary policy and exchange rate pass-through in the Czech Republic, Hungary and Poland
Vonnák, Balázs
-
Magyar Nemzeti Bank (MNB)
-
2010
order to identify the effect of monetary policy and
risk
premium
shocks. Estimates from the same model for Canada, Sweden … of
risk
premium
shock renders it almost impossible for the interest rate policy to smooth the exchange rate with the aim …
Persistent link: https://www.econbiz.de/10008461982
Saved in:
3
Density forecast evaluation and the effect of risk-neutral central moments on the currency
risk
premium
: tests based on EUR/HUF option-implied densities
Csávás, Csaba
-
Magyar Nemzeti Bank (MNB)
-
2008
risk-neutral densities are able to explain a significant part of the variability in the estimated
risk
premium
. These …
Persistent link: https://www.econbiz.de/10005146790
Saved in:
4
Analyzing Fiscal Policy and Growth with a Calibrated Macro Model
Benczúr, Péter
;
Simon, András
;
Várpalotai, Viktor
-
Magyar Nemzeti Bank (MNB)
-
2003
cause high output loss. With careful calibration of the parameters determining the
risk
premium
and the external effects of …
Persistent link: https://www.econbiz.de/10005146783
Saved in:
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