dc.date.accessioned | 2019-01-08T13:54:12Z | |
dc.date.available | 2019-01-08T13:54:12Z | |
dc.date.issued | 2012 | |
dc.identifier.uri | http://hdl.handle.net/11250/2579734 | |
dc.description.abstract | From a risk management perspective, tail risks and return distribution asymmetries of investments are important to analyse. In this note, we describe a modelling approach that addresses some of the weaknesses of standard risk models. | nb_NO |
dc.language.iso | eng | nb_NO |
dc.publisher | Norges Bank Investment Management | nb_NO |
dc.relation.ispartofseries | Discussion note;15/2012 | |
dc.relation.ispartofseries | Diskusjonsnotat;15/2012 | |
dc.rights | Attribution-NonCommercial-NoDerivatives 4.0 Internasjonal | * |
dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/4.0/deed.no | * |
dc.title | Modelling the Implied Tail Risk of Foreign Exchange | nb_NO |
dc.title.alternative | Notat om prising av halerisiko for valutaposisjoner | nb_NO |
dc.type | Others | nb_NO |
dc.description.version | publishedVersion | nb_NO |
dc.subject.nsi | VDP::Samfunnsvitenskap: 200::Økonomi: 210 | nb_NO |
dc.source.pagenumber | 17 | nb_NO |