EXCHANGE RATE RISK PREMIUM: AN ANLYSIS OF ITS DETERMINANTS FOR THE MEXICAN PESO-USD
The objective of this paper is to analyze what are the main determinants of the exchange rate risk premium (ERP). The empirical case is conducted for the daily Mexican peso-USD for a sample period from 2007 until 2015. According to the results the ERP is influenced by several financial variables whi...
Tallennettuna:
| Julkaisussa: | Revista Mexicana de Economía y Finanzas. Nueva Época / Mexican Journal of Economics and Finance |
|---|---|
| Päätekijä: | |
| Aineistotyyppi: | Artigo |
| Kieli: | Inglês |
| Julkaistu: |
Instituto Mexicano de Ejecutivos de Finanzas A.C.
2016
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| Aiheet: | |
| Linkit: | https://www.redalyc.org/articulo.oa?id=423743961003 https://www.redalyc.org/journal/4237/423743961003/ https://www.redalyc.org/journal/4237/423743961003/html/ https://www.redalyc.org/journal/4237/423743961003/423743961003.epub https://www.redalyc.org/journal/4237/423743961003/movil |
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