Hedging foreign currency portfolios
Year of publication: |
1998
|
---|---|
Authors: | Gagnon, Louis ; Lypny, Gregory J. ; McCurdy, Thomas H. |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 5.1998, 3, p. 197-220
|
Subject: | Hedging | Währungsmanagement | Foreign exchange management | ARCH-Modell | ARCH model | Deutschland | Germany | Schweiz | Switzerland | Japan | 1985-1990 |
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