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[nb-NO]Record tools[nb-NO]	[nb-NO]Details[nb-NO] [nb-NO]Title[nb-NO] Interest Rate Arbitrage in Currency Baskets--Forecasting Weights and Measuring Risk [nb-NO]Reference[nb-NO] 476333 Board DOC ID WP/99/16 [nb-NO]Date[nb-NO] January 1 1999 [nb-NO]Level of description[nb-NO] item [nb-NO]Material[nb-NO] Electronic Records Language English [nb-NO]Subject[nb-NO] Interest rates, Exchange rates, Economic models, Executive Board Document (Policy), IMF Working Papers (WP) [nb-NO]Creator[nb-NO] Peter F. Christoffersen, Lorenzo Giorgianni, Asian Department External document Download PDF [nb-NO]Hierarchy browser[nb-NO] Ref:865759 \| Level: Executive Board Documents Ref:169321 \| Level: [nb-NO]contains[nb-NO] 61 IMF Working Papers (WP) Ref:337593 \| Level: [nb-NO]contains[nb-NO] 28 1999 - IMF Working Papers (WP) Ref:460987 \| Date(s):1999 \| Level: [nb-NO]contains[nb-NO] 186 Interest Rate Arbitrage in Currency Baskets--Forecasting Weights and Measuring Risk Ref:476333 \| Date(s):January 1 1999 \| Level: Ref:865790 \| Level: IMF Working Papers (WP) Ref:337593 \| Level: [nb-NO]contains[nb-NO] 28 1999 - IMF Working Papers (WP) Ref:460987 \| Date(s):1999 \| Level: [nb-NO]contains[nb-NO] 186 Interest Rate Arbitrage in Currency Baskets--Forecasting Weights and Measuring Risk Ref:476333 \| Date(s):January 1 1999 \| Level: Ref:865850 \| Level: IMF Working Papers (WP) Ref:337593 \| Level: [nb-NO]contains[nb-NO] 28 1999 - IMF Working Papers (WP) Ref:460987 \| Date(s):1999 \| Level: [nb-NO]contains[nb-NO] 186 Interest Rate Arbitrage in Currency Baskets--Forecasting Weights and Measuring Risk Ref:476333 \| Date(s):January 1 1999 \| Level: Ref:865910 \| Level: IMF Working Papers (WP) Ref:337593 \| Level: [nb-NO]contains[nb-NO] 28 1999 - IMF Working Papers (WP) Ref:460987 \| Date(s):1999 \| Level: [nb-NO]contains[nb-NO] 186 Interest Rate Arbitrage in Currency Baskets--Forecasting Weights and Measuring Risk Ref:476333 \| Date(s):January 1 1999 \| Level: Ref:866898 \| Level: 1999 - IMF Working Papers (WP) Ref:460987 \| Date(s):1999 \| Level: [nb-NO]contains[nb-NO] 186 Interest Rate Arbitrage in Currency Baskets--Forecasting Weights and Measuring Risk Ref:476333 \| Date(s):January 1 1999 \| Level:

Main content

[nb-NO]Details[nb-NO]

[nb-NO]Title[nb-NO]
Interest Rate Arbitrage in Currency Baskets--Forecasting Weights and Measuring Risk
[nb-NO]Reference[nb-NO]
476333
Board DOC ID
WP/99/16
[nb-NO]Date[nb-NO]
January 1 1999
[nb-NO]Level of description[nb-NO]
item
[nb-NO]Material[nb-NO]
Electronic Records
Language
English
[nb-NO]Subject[nb-NO]
Interest rates, Exchange rates, Economic models, Executive Board Document (Policy), IMF Working Papers (WP)
[nb-NO]Creator[nb-NO]
Peter F. Christoffersen, Lorenzo Giorgianni, Asian Department
External document
Download PDF

[nb-NO]Hierarchy browser[nb-NO]

Ref:865759 | Level:
- Executive Board Documents
  Ref:169321 | Level:
  [nb-NO]contains[nb-NO] 61
  - IMF Working Papers (WP)
    Ref:337593 | Level:
    [nb-NO]contains[nb-NO] 28
    
    1999 - IMF Working Papers (WP)
    Ref:460987 | Date(s):1999 | Level:
    [nb-NO]contains[nb-NO] 186
    
    Interest Rate Arbitrage in Currency Baskets--Forecasting Weights and Measuring Risk
    Ref:476333 | Date(s):January 1 1999 | Level:

Ref:865790 | Level:
- IMF Working Papers (WP)
  Ref:337593 | Level:
  [nb-NO]contains[nb-NO] 28
  - 1999 - IMF Working Papers (WP)
    Ref:460987 | Date(s):1999 | Level:
    [nb-NO]contains[nb-NO] 186
    
    Interest Rate Arbitrage in Currency Baskets--Forecasting Weights and Measuring Risk
    Ref:476333 | Date(s):January 1 1999 | Level:

Ref:865850 | Level:
- IMF Working Papers (WP)
  Ref:337593 | Level:
  [nb-NO]contains[nb-NO] 28
  - 1999 - IMF Working Papers (WP)
    Ref:460987 | Date(s):1999 | Level:
    [nb-NO]contains[nb-NO] 186
    
    Interest Rate Arbitrage in Currency Baskets--Forecasting Weights and Measuring Risk
    Ref:476333 | Date(s):January 1 1999 | Level:

Ref:865910 | Level:
- IMF Working Papers (WP)
  Ref:337593 | Level:
  [nb-NO]contains[nb-NO] 28
  - 1999 - IMF Working Papers (WP)
    Ref:460987 | Date(s):1999 | Level:
    [nb-NO]contains[nb-NO] 186
    
    Interest Rate Arbitrage in Currency Baskets--Forecasting Weights and Measuring Risk
    Ref:476333 | Date(s):January 1 1999 | Level:

Ref:866898 | Level:
- 1999 - IMF Working Papers (WP)
  Ref:460987 | Date(s):1999 | Level:
  [nb-NO]contains[nb-NO] 186
  - Interest Rate Arbitrage in Currency Baskets--Forecasting Weights and Measuring Risk
    Ref:476333 | Date(s):January 1 1999 | Level:

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