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About this Economics, Econometrics and Finance article

Interest-Rate Arbitrage in Currency Baskets: Forecasting Weights and Measuring Risk by Peter F. Christoffersen and Lorenzo Giorgianni is a Economics, Econometrics and Finance article available to read on EtoBox.

It is typically read by researchers, students, and practitioners in Economics, Econometrics and Finance.

Author
Peter F. Christoffersen and Lorenzo Giorgianni
Publisher
American Statistical Association; Informa UK (American Statistical Association); Taylor & Francis; Informa UK Limited; JSTOR (ISSN 0735-0015)
Published
2000
Field
Economics, Econometrics and Finance (Social Sciences)