مرکز منطقه ای اطلاع رساني علوم و فناوري - Computing currency invariant indices with an application to minimum variance currency baskets

Title of article :

Computing currency invariant indices with an application to minimum variance currency baskets

Author/Authors :

Nikolai V. Hovanov، نويسنده , , James W. Kolari، نويسنده , , Mikhail V. Sokolov، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2004

Pages :

From page :

1481

To page :

1504

Keywords :

Index , Currency basket , Minimal variance , Numeraire , International 1nance , Worldmoney

Journal title :

Journal of Economic Dynamics and Control

Serial Year :

2004

Journal title :

Journal of Economic Dynamics and Control

Record number :

238712

Link To Document :