Impact of Foreign Exchange Risk on International Portfolios
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References listed on IDEAS
- Manuela Goretti, 2008. "Wage-Price Setting in New EU Member States," IMF Working Papers 08/243, International Monetary Fund.
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Keywordscurrency risk; value-at-risk; Cornish-Fisher approximation; EWMA; component VaR; future contracts;
- F31 - International Economics - - International Finance - - - Foreign Exchange
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