Buch, Claudia M.; Driscoll, John C.; Ostergaard, Charlotte - 2004
fluctuations matter even when hedged (the exception
is the U.K for which the volatilities of the assets of the core-EU countries …
diversified portfolio for banks located in France, Germany, the U.K., and the U.S. under
different assumptions about currency …, Germany, the U.K., and the U.S.) provided by the Bank for International
Settlement (BIS), covering the period 1995 …