Christoffersen, P., & Giorgianni, L. (1999). Interest Rate Arbitrage in Currency Baskets: Forecasting Weights and Measuring Risk. International Monetary Fund.
Chicago Style (17th ed.) CitationChristoffersen, Peter, and Lorenzo Giorgianni. Interest Rate Arbitrage in Currency Baskets: Forecasting Weights and Measuring Risk. Washington, D.C.: International Monetary Fund, 1999.
MLA (8th ed.) CitationChristoffersen, Peter, and Lorenzo Giorgianni. Interest Rate Arbitrage in Currency Baskets: Forecasting Weights and Measuring Risk. International Monetary Fund, 1999.
Warning: These citations may not always be 100% accurate.