Portfolio Performance of the SDR and Reserve Currencies : Tests Using the ArCH Methodology /

In managing their foreign exchange exposure, international investors, including central banks, often compare actual portfolios with hypothetical portfolios that have been calculated using certain assumptions regarding the statistical properties of interest rates and exchange rates. One of these assu...

Disgrifiad llawn

Manylion Llyfryddiaeth
Prif Awdur: Temel, Tugrul
Awduron Eraill: Papaioannou, Michael
Fformat: Cylchgrawn
Iaith:English
Cyhoeddwyd: Washington, D.C. : International Monetary Fund, 1993.
Cyfres:IMF Working Papers; Working Paper ; No. 1993/010
Pynciau:
Mynediad Ar-lein:Full text available on IMF