MSCI Barra launches indexes tracking global currencies
MSCI Barra has launched global currency indexes that can be licensed for portfolio management and benchmarking purposes, as well as to serve as the basis of structured products and other index-linked investment vehicles such as ETFs.
The indexes reflect the performance of both the currency and interest-rate returns of the developed and emerging markets currencies in regional or composite MSCI equity indexes, with the weights of each currency set equal to the relevant country weight in the
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