Interest-Rate Arbitrage in Currency Baskets: Forecasting Weights and Measuring Risk
| Year of publication: |
2000
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|---|---|
| Authors: | Christoffersen, Peter F. ; Giorgianni, Lorenzo |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122x. - Vol. 18.2000, 2, p. 242-253
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