Akbar, Farhan; Kazi, Irfan; Chauveau, Thierry - In: Economics Bulletin 32 (2012) 1, pp. 8-8
The aim of this study is to assess and analyze exchange rate risk related to three currencies i.e. Euro, American Dollar and Japanese yen on External Debt Portfolio of Pakistan (EDPP) through different Value-at-risk (VAR) methodologies from year 2001 to 2006. We apply and compare different VAR...
