Towards the mainstream

Emerging forex modelling

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Emerging market stocks and bonds may be experiencing tough times, but interest in foreign exchange derivatives of many countries in Asia, Latin America and eastern Europe is on the rise. More corporations are interested in hedging their emerging market forex exposures, while asset managers are exploring the possibility of earning higher returns through derivatives written on these currencies, with funds earmarked for ‘alternative investments’. But modelling emerging market forex volatility i

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