RETRACTED: Foreign exchange risk in a managed float regime: A case study of Pakistani rupee

Author:

Mudakkar Syeda Rabab,Uppal Jamshed Y.,Zaman Khalid,Naseem Imran,Shah Ghias Ud Din

Publisher

Elsevier BV

Subject

Economics and Econometrics

Reference34 articles.

1. A value-at-risk approach to assess exchange risk associated to a public debt portfolio: the case of a small developing economy;Ajili;World Scientific Studies in International Economics,2008

2. Exchange rate risk exposure related to public debt portfolio of Pakistan: application of value-at-risk approaches;Akbar;SBP Research Bulletin,2009

3. Foreign-exchange trading risk management with value at risk: case analysis of the Moroccan market;Al Janabi;Journal of Risk Finance,2006

4. Residual lifetime at great age;Balkema;Annals of Probability,1974

5. ARCH modeling in finance;Bollerslev;Journal of Econometrics,1992

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