Currency hedging strategies in strategic benchmarks and the global and Euro sovereign financial crises
Year of publication: |
2014
|
---|---|
Authors: | Caporin, Massimiliano ; Jimenez-Martin, Juan-Angel ; Gonzalez-Serrano, Lydia |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 31.2014, p. 159-177
|
Subject: | Multivariate GARCH | Conditional correlations | Currency futures | Optimal hedge ratios | Hedging strategies | Hedging | Währungsderivat | Currency derivative | ARCH-Modell | ARCH model | Welt | World | Finanzkrise | Financial crisis | Portfolio-Management | Portfolio selection |
-
Exchange rate comovements, hedging and volatility spillovers on new EU forex markets
Kočenda, Evžen, (2019)
-
Correlation asymmetry and implication on hedging
Trabelsi, Abdelwahed, (2017)
-
Volatility and dynamic currency hedging
Cho, Jae-Beom, (2020)
- More ...
-
Caporin, Massimiliano, (2014)
-
Currency hedging strategies, strategic benchmarks and the Global and Euro Sovereign financial crises
Caporin, Massimiliano, (2013)
-
Traffic Light system for systemic Stress : TALIS3
Caporin, Massimiliano, (2021)
- More ...