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Interest rate arbitrage in currency baskets

  1. Title Interest rate arbitrage in currency baskets : forecasting weights and measuring risk
    Author infoPeter Christoffersen and Lorenzo Giorgianni
    Author Christoffersen Peter
    Co-authors Giorgianni Lorenzo
    Issue dataWashington : International Monetary Fund , 1999. - 30 s.
    Edition IMF Working Paper , 16
    Document kindsprávy výskumné
    LanguageEnglish
    Country of EditionUnited States of America
    systematics 519.86 - Teória ekonomicko-matematických modelov
    Keywords arbitráž * sadzby úrokové * prognózy * portfólio * modelovanie * modely prognostické * modely prognostické ekonometrické
    DatabaseBOOKS
    Copy count1, currently available 1, at library only 0
    Call number757178

    Call numberLocationSublocationInfo
    757178SEKSklad knižničného fonduavailaible

Number of the records: 1  

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