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Titel
Interest Rate Arbitrage in Currency Baskets--Forecasting Weights and Measuring Risk
Referens
476333
Board DOC ID
WP/99/16
Datum
January 1 1999
Beskrivningsnivå
item
Material
Electronic Records
Language
English
Ämne
Interest rates, Exchange rates, Economic models, Executive Board Document (Policy), IMF Working Papers (WP)
Upphovsman
Peter F. Christoffersen, Lorenzo Giorgianni, Asian Department
External document
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Hierarkibläddrare

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    Interest Rate Arbitrage in Currency Baskets--Forecasting Weights and Measuring Risk
    Ref:476333 | Date(s):January 1 1999 | Level:

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    Interest Rate Arbitrage in Currency Baskets--Forecasting Weights and Measuring Risk
    Ref:476333 | Date(s):January 1 1999 | Level:

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