Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies
Year of publication: |
2010-05-11
|
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Authors: | Hammoudeh, S.M. ; Yuan, Y. ; McAleer, M.J. |
Institutions: | Erasmus University Rotterdam, Econometric Institute |
Subject: | MGARCH | shocks | volatility | transmission | asymmetries | hedging |
Extent: | application/pdf |
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Series: | Econometric Institute Report. - ISSN 1566-7294. |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series RePEc:dgr:eureir Number EI 2010-35 |
Source: |
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Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies
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