| ID | 100611 |
| Title Proper | Interest rate arbitrage in currency baskets : Forecasting weights and measuring risk |
| Language | ENG |
| Author | Christoffersen, Peter ; Giorgianni, Lorenzo |
| `In' analytical Note | In Loayza, Norman, etc: Sectorial macroeconomic interdependencies : Evidence for Latin America, East Asia and Europe Washington World Bank, --(IMF WP/99/11- |
| Journal Source | In Loayza, Norman, etc: Sectorial macroeconomic interdependencies : Evidence for Latin America, East Asia and Europe Washington World Bank, --(IMF WP/99/11- |
| Classification Number | IMF |
| Key Words | IMF |