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Affine term structure models for the foreign exchange risk premium. (2006). Benati, Luca.
In: Bank of England working papers.
RePEc:boe:boeewp:291.

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  1. Can interest rate factors explain exchange rate fluctuations?. (2014). Yung, Julieta.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:207.

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  2. Determinants of the Foreign Exchange Risk Premium in the Gulf Cooperation Council Countries. (2012). Poghosyan, Tigran.
    In: Review of Middle East Economics and Finance.
    RePEc:bpj:rmeecf:v:7:y:2012:i:3:n:1.

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  3. Exchange Rate Risk in Central European Countries. (2010). Poghosyan, Tigran ; Kočenda, Evžen ; Koenda, Even.
    In: Czech Journal of Economics and Finance (Finance a uver).
    RePEc:fau:fauart:v:60:y:2010:i:1:p:22-39.

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  4. Forward premium puzzle and term structure of interest rates: the case of New Zealand. (2010). Silva, Carmen Gloria .
    In: Working Papers Central Bank of Chile.
    RePEc:chb:bcchwp:570.

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References

References cited by this document

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