Exchange Rate Risk: Heads or Tails
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More about this item
KeywordsExtreme Value Theory; VaR;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2009-11-21 (All new papers)
- NEP-IFN-2009-11-21 (International Finance)
- NEP-RMG-2009-11-21 (Risk Management)
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