Daily Exchange Rate Behaviour and Hedging of Currency Risk.
Year of publication: |
1999
|
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Authors: | Bos, C.S. ; Mahieu, R.J. ; van Dijk, H.K. |
Institutions: | Econometrisch Instituut, Faculteit der Economische Wetenschappen |
Subject: | BAYESIAN MODELS | EXCHANGE RATE | RISK | MANAGEMENT |
Series: | |
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Type of publication: | Book / Working Paper |
Notes: | 30 pages |
Classification: | C11 - Bayesian Analysis ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C44 - Statistical Decision Theory; Operations Research ; E47 - Forecasting and Simulation ; G15 - International Financial Markets |
Source: |
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Daily exchange rate behaviour and hedging of currency risk
Bos, Charles S., (1999)
-
Daily exchange rate behaviour and hedging of currency risk
Bos, Charles S., (2001)
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Daily Exchange Rate Behaviour and Hedging of Currency Risk
Bos, Charles S., (1999)
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Bayesian Simultaneous Equations Analysis Using Reduced Rank Structures.
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A BAYESIAN ANALYSIS OF THE UNIT ROOT IN REAL EXCHANGE RATES.
SCHOTMAN, P., (1990)
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Nonstationarity in Garch Models: A Bayesian Analysis.
Kleibergen, F., (1992)
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