Original title: Components of the Czech Koruna Risk Premium in a Multiple-Dealer FX Market
Authors: Derviz, Alexis
Document type: Research reports
Year: 2003
Language: eng
Series: Research Report, volume: 4
Keywords: Bayesian learning; FX microstructure; uncovered parity
Project no.: CEZ:AV0Z1075907 (CEP)

Institution: Institute of Information Theory and Automation AS ČR (web)
Document availability information: Fulltext is available at the institute of the Academy of Sciences.
Original record: http://hdl.handle.net/11104/0131234

Permalink: http://www.nusl.cz/ntk/nusl-35000


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Research > Institutes ASCR > Institute of Information Theory and Automation
Reports > Research reports