An analysis of exchange rate risk exposure related to public debt portfolio of Pakistan
Subtitle: beyond Delta-Normal VAR approach
By: Farhan Akbar, Thierry Chauveau.
Contributors: Chauveau, Thierry.; Riazuddin, Riaz.; State Bank of Pakistan.
Series: SBP working paper series -- no. 30
Publisher: State Bank of Pakistan
Published: 2009
Place of publication: Karachi
Language: eng
Number of pages: 26
Notes: Includes statistical tables.

Cover title.

Includes bibliographical references (p. 24-25).

Also available online.