Interest rate arbitrage in currency baskets forecasting weights and measuring risk
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Weitere Verfasser: | |
| Format: | Buch |
| Sprache: | Englisch |
| Veröffentlicht: |
Washington
International Monetary Fund
1999
|
| Schriftenreihe: | IMF Working Paper
16 |
| Schlagworte: | |
| Tags: |
Keine Tags, Fügen Sie das erste Tag hinzu!
|
MARC
| LEADER | 00000nam a2200000 4500 | ||
|---|---|---|---|
| 001 | c109470 | ||
| 005 | 20221221082706.6 | ||
| 041 | 0 | |a eng | |
| 044 | |a US | ||
| 245 | 1 | 0 | |a Interest rate arbitrage in currency baskets |b forecasting weights and measuring risk |c Peter Christoffersen and Lorenzo Giorgianni |
| 264 | 1 | |a Washington |b International Monetary Fund |c 1999 | |
| 300 | |a 30 s. | ||
| 490 | 1 | |a IMF Working Paper |v 16 | |
| 830 | 0 | |a IMF Working Paper |v 16 | |
| 610 | 2 | 0 | |a arbitráž |
| 610 | 2 | 0 | |a sadzby úrokové |
| 610 | 2 | 0 | |a prognózy |
| 610 | 2 | 0 | |a portfólio |
| 610 | 2 | 0 | |a modelovanie |
| 610 | 2 | 0 | |a modely prognostické |
| 610 | 2 | 0 | |a modely prognostické ekonometrické |
| 100 | 1 | |a Christoffersen, Peter | |
| 700 | 1 | |a Giorgianni, Lorenzo | |