Interest Rate Arbitrage in Currency Baskets: Forecasting...

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Interest Rate Arbitrage in Currency Baskets: Forecasting Weights and Measuring Risk

Christoffersen, Peter F., Giorgianni, Lorenzo
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Year:
1999
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.184608
File:
PDF, 180 KB
english, 1999
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