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Hedge the Stress. Using Stress Tests to Design Hedges for Foreign Currency Loans

T. Breuer, M. Jandacka, K. Rheinberger, M. Summer: Hedge the Stress. Using Stress Tests to Design Hedges for Foreign Currency Loans, 111-126 in: D. Rösch, H. Scheule (eds.): Stress-testing for Financial Institutions – applications, regulations and techniques, Risk Books, 2008
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