Foreign exchange risk in a managed float regime : a case study of Pakistani rupee
Year of publication: |
2013
|
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Authors: | Mudakkar, Syeda Rabab ; Uppal, Jamshed Y. ; Zaman, Khalid ; Naseem, Imran ; Shah Ud Din, Ghias |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 35.2013, p. 409-417
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Subject: | Value at Risk | Risk measure | GARCH | Extreme value theory | Back-testing | Risikomaß | ARCH-Modell | ARCH model | Risikomanagement | Risk management | Pakistan | Währungsrisiko | Exchange rate risk | Theorie | Theory | Flexibler Wechselkurs | Flexible exchange rate | Risiko | Risk | Ausreißer | Outliers |
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