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Title
Interest Rate Arbitrage in Currency Baskets--Forecasting Weights and Measuring Risk
Reference
476333
Board DOC ID
WP/99/16
Date
January 1 1999
Level of description
item
Material
Electronic Records
Language
English
Subject
Interest rates, Exchange rates, Economic models, Executive Board Document (Policy), IMF Working Papers (WP)
Creator
Peter F. Christoffersen, Lorenzo Giorgianni, Asian Department
External document
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Ref:865759 | Level:
- Executive Board Documents
  Ref:169321 | Level:collection
  contains 61
  - IMF Working Papers (WP)
    Ref:337593 | Level:series
    contains 28
    
    1999 - IMF Working Papers (WP)
    Ref:460987 | Date(s):1999 | Level:sub-series
    contains 186
    
    Interest Rate Arbitrage in Currency Baskets--Forecasting Weights and Measuring Risk
    Ref:476333 | Date(s):January 1 1999 | Level:item

Ref:865790 | Level:
- IMF Working Papers (WP)
  Ref:337593 | Level:series
  contains 28
  - 1999 - IMF Working Papers (WP)
    Ref:460987 | Date(s):1999 | Level:sub-series
    contains 186
    
    Interest Rate Arbitrage in Currency Baskets--Forecasting Weights and Measuring Risk
    Ref:476333 | Date(s):January 1 1999 | Level:item

Ref:865850 | Level:
- IMF Working Papers (WP)
  Ref:337593 | Level:series
  contains 28
  - 1999 - IMF Working Papers (WP)
    Ref:460987 | Date(s):1999 | Level:sub-series
    contains 186
    
    Interest Rate Arbitrage in Currency Baskets--Forecasting Weights and Measuring Risk
    Ref:476333 | Date(s):January 1 1999 | Level:item

Ref:865910 | Level:
- IMF Working Papers (WP)
  Ref:337593 | Level:series
  contains 28
  - 1999 - IMF Working Papers (WP)
    Ref:460987 | Date(s):1999 | Level:sub-series
    contains 186
    
    Interest Rate Arbitrage in Currency Baskets--Forecasting Weights and Measuring Risk
    Ref:476333 | Date(s):January 1 1999 | Level:item

Ref:866898 | Level:
- 1999 - IMF Working Papers (WP)
  Ref:460987 | Date(s):1999 | Level:sub-series
  contains 186
  - Interest Rate Arbitrage in Currency Baskets--Forecasting Weights and Measuring Risk
    Ref:476333 | Date(s):January 1 1999 | Level:item