Applicability of the wavelet-approach for corporate hedging
Year of publication: |
2015
|
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Authors: | Pelster, Matthias ; Springer, Tobias |
Published in: |
International journal of portfolio analysis and management : IJPAM. - Genéve [u.a.] : Inderscience Enterprises, ISSN 2048-237X, ZDB-ID 2663998-1. - Vol. 2.2015, 1, p. 1-35
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Subject: | wavelets-approach | time-scale dependent correlations | corporate hedging | exchange rate risks | Theorie | Theory | Hedging | Währungsmanagement | Foreign exchange management | Währungsrisiko | Exchange rate risk | Währungsderivat | Currency derivative |
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