Browsing BI Open by Author "Moldoveanu, Andreea Oana"
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Currency risk premiums in CEE emerging stock markets
Moldoveanu, Andreea Oana; Tintea, Iulia (Master thesis, 2012-05-14)The paper addressees the issue of pricing currency risk as well as the importance of the size of the risk premium. We test the conditional version of an International Capital Asset Pricing Model using a multivariate GARCH ...