An Analysis of Exchange Rate Risk Exposure Related to Public Debt Portfolio of Pakistan: Beyond Delta-Normal VAR Approach
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References listed on IDEAS
- David Jamieson Bolder, 2003. "A Stochastic Simulation Framework for the Government of Canada's Debt Strategy," Staff Working Papers 03-10, Bank of Canada.
- Diego Nocetti, 2006. "Central bank´s value at risk and financial crises: An application to the 2001 Argentine crisis," Journal of Applied Economics, Universidad del CEMA, vol. 9, pages 381-402, November.
- Faezeh Raei & Selim Cakir, 2007. "Sukuk vs. Eurobonds; Is There a Difference in Value-at-Risk?," IMF Working Papers 07/237, International Monetary Fund.
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More about this item
KeywordsValue-at-Risk; public debt management; exchange rate risk;
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
- H63 - Public Economics - - National Budget, Deficit, and Debt - - - Debt; Debt Management; Sovereign Debt
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