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An Analysis of Exchange Rate Risk Exposure Related to the Public Debt Portfolio of Tunisia: Beyond VaR Approach
Omrane, Samia
- In:
Panoeconomicus
59
(
2012
)
1
,
pp. 59-87
Value-at-Risk
(VaR) methodology. We use daily spot exchange rates of the Tunisian dinar against the three main debt …
Persistent link: https://www.econbiz.de/10009651741
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