A value-at-risk approach to assess exchange risk associated to a public debt portfolio : the case of a small developing economy
Wissem Ajili
| Year of publication: |
2008
|
|---|---|
| Authors: | Ajili, Wissem |
| Published in: |
Risk management and value : valuation and asset price. - New Jersey [u.a.] : World Scientific, ISBN 981-277-073-9. - 2008, p. 11-60
|
| Subject: | Öffentliche Anleihe | Public bond | Risikomanagement | Risk management | Risikomaß | Risk measure | Währungsrisiko | Exchange rate risk | Entwicklungsländer | Developing countries | Tunesien | Tunisia | 1999-2006 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003686152