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Currency Risk in Europe's Emerging Financial Regime

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Currency Risk in Europe's Emerging Financial Regime

Jan 11, 2012

New currencies will emerge if the European Economic and Monetary Union (EMU) ruptures. Hypothetical forward rates are candidate proxies for exchange rates of new EMU currencies against the US dollar. The hypothetical forwards are generated by a formal application of covered interest rate parity to the euro/US dollar spot exchange rate and EMU sovereign interest rates.


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  • Lisa Goldberg
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