1. Interest rate arbitrage in currency baskets
Title | Interest rate arbitrage in currency baskets : forecasting weights and measuring risk |
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Author info | Peter Christoffersen and Lorenzo Giorgianni |
Author | Christoffersen Peter |
Co-authors | Giorgianni Lorenzo |
Issue data | Washington : International Monetary Fund , 1999. - 30 s. |
Edition | IMF Working Paper , 16 |
Document kind | správy výskumné |
Language | English |
Country of Edition | United States of America |
systematics | 519.86 - Teória ekonomicko-matematických modelov |
Keywords | arbitráž * sadzby úrokové * prognózy * portfólio * modelovanie * modely prognostické * modely prognostické ekonometrické |
Database | BOOKS |
Copy count | 1, currently available 1, at library only 0 |
Call number | 757178 |