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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
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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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Active portfolio strategies to manage exchange rate risk exposure related to external debt portfolio of pakistan
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...
Persistent link: https://www.econbiz.de/10010630156