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...
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| Médium: | Časopis |
| Jazyk: | English |
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Washington, D.C. :
International Monetary Fund,
1993.
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| Edice: | IMF Working Papers; Working Paper ;
No. 1993/010 |
| Témata: | |
| On-line přístup: | Full text available on IMF |