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Authors: Carol Alexander ^a; Leonardo M. Nogueira - §Email: ^a^b

Affiliations:	^a ICMA Centre, School of Business, University of Reading, Reading RG6 6BA, UK
	^b International Reserves Operations Department, Banco Central do Brasil, 70074-900 Braslia, Brazil

DOI: 10.1080/14697680601101700

Publication Frequency: 8 issues per year

Published in: journal

Quantitative Finance, Volume 7, Issue 5 October 2007 , pages 473 - 479

Subjects: Applied Mathematics; Business Mathematics; Finance & Accounting; Financial Mathematics;

Formats available: HTML (English) : PDF (English)

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