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Risks2018, 6(3), 84;https://doi.org/10.3390/risks6030084

Journal: RisksVolume: 6Number: 84

Article: The Impact of Sovereign Yield Curve Differentials on Value-at-Risk Forecasts for Foreign Exchange Rates

Authors:
Holger Fink^1,2,
Andreas Fuest^2,3 and
Henry Port^2,3,*

Link: https://www.mdpi.com/2227-9091/6/3/84

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