Determinants of the Foreign Exchange Risk Premium in Gulf Cooperation Council Countries /
This paper analyzes macroeconomic determinants of the foreign exchange risk premium in two Gulf Cooperation Council (GCC) countries that peg their currencies to the U.S. dollar: Saudi Arabia and the United Arab Emirates. The analysis is based on the stochastic discount factor methodology, which impo...
| المؤلف الرئيسي: | |
|---|---|
| التنسيق: | دورية |
| اللغة: | English |
| منشور في: |
Washington, D.C. :
International Monetary Fund,
2010.
|
| سلاسل: | IMF Working Papers; Working Paper ;
No. 2010/255 |
| الوصول للمادة أونلاين: | Full text available on IMF |