CUTTING EDGE - Foreign exchange - The intrinsic currency valuation framework - Introducing the concept of the intrinsic value of a currency, the author shows how to use foreign exchange market volatilities to calculate the volatilities of intrinsic currency values and the correlations between them.
| Year of publication: |
2007
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|---|---|
| Authors: | Doust, Paul |
| Published in: |
Risk : managing risk in the world's financial markets. - London : Incisive Financial Publ, ISSN 0952-8776, ZDB-ID 10494753. - Vol. 20.2007, 3, p. 76-81
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