Estimation using a multivariate GARCH model of the optimal currency composition of a country's external debt as part of a dynamic hedging strategy
By: by Aninda Nath
Published: 1992
Language: eng
Number of pages: 63
Subjects: Foreign exchange rates; External Debts; Economic policy
Notes: Thesis (A.B., Honors in Economics)--Harvard University, 1992.

Includes bibliographical references.