Exchange Rate Risk Premium: An Analysis of Its Determinants for the Mexican Peso-USD
نویسندگان
چکیده
منابع مشابه
The Determinants of Exchange Rate System: an Empirical Analysis
Since the breakdown of the Bretton Woods System, exchange arrangements of countries have become flexible. Several attempts have been made to determine whether the theories of optimum currency areas adequately explain the choice of an exchange rate system. In this paper, the optimum currency area is retested. Using cross-section data, a regression analysis of the choice of an exchange rate syste...
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the determinants of exchange rate system: an empirical analysis
since the breakdown of the bretton woods system, exchange arrangements of countries have become flexible. several attempts have been made to determine whether the theories of optimum currency areas adequately explain the choice of an exchange rate system. in this paper, the optimum currency area is retested. using cross-section data, a regression analysis of the choice of an exchange rate syste...
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Presenting a Model for Portfolio Risk Premium Assessment: Evidence from the Tehran Stock Exchange
This study aimed to present a model for portfolio risk premium assessment of companies listed in Tehran Stock Exchange. In order to achieve this purpose, monthly data of 150 companies listed in Tehran Stock Exchange during 2007-2017 was used. In this study, the predictive powers of FamaFrench three-factor model [11], Carhart four-factor model [1], Fama - French five-factor model [24], Brousseau...
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2016
ISSN: 1556-5068
DOI: 10.2139/ssrn.2808249