Evaluating Currency Risk in Emerging Markets
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics
Link
http://link.springer.com/content/pdf/10.1007/s10440-007-9128-8.pdf
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1. References;C&H/CRC Monographs on Statistics & Applied Probability;2011-12-20
2. Emerging markets and portfolio foreign exchange risk: An empirical investigation using a value-at-risk decomposition technique;Journal of International Money and Finance;2011-12
3. Value at Risk & Transaction Exposure: An Inter-Temporal Lexicographic Permutation of a Six-Currency Portfolio;SSRN Electronic Journal;2011
4. A REMARK CONCERNING VALUE-AT-RISK;International Journal of Theoretical and Applied Finance;2010-06
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