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An analysis of exchange rate risk exposure related to public debt portfolio of Pakistan : beyond delta-normal VAR approach
Akbar, Farhan
;
Chauveau, Thierry
-
2009
Persistent link: https://www.econbiz.de/10003863700
Saved in:
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Exchange rate risk exposure related to public debt portfolio of Pakistan : application of value-at-risk approaches
Akbar, Farhan
;
Chauveau, Thierry
- In:
Research bulletin / State Bank of Pakistan
5
(
2009
)
2
,
pp. 15-33
Persistent link: https://www.econbiz.de/10003958748
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