On the Variation of Hedging Decisions in Daily Currency Risk Management
Year of publication: |
2001-02-08
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Authors: | Bos, Charles S. ; Mahieu, Ronald J. ; Dijk, Herman K. van |
Institutions: | Tinbergen Institute |
Subject: | Exchange rates | risk management | Bayesian analysis |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Tinbergen Institute Discussion Papers Number 01-018/4 |
Classification: | C44 - Statistical Decision Theory; Operations Research ; E47 - Forecasting and Simulation ; G15 - International Financial Markets |
Source: |
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On the variation of hedging decisions in daily currency risk management
Bos, Charles S., (2001)
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On the Variation of Hedging Decisions in Daily Currency Risk Management
Bos, Charles S., (2001)
-
On the Variation of Hedging Decisions in Daily Currency Risk Management
Bos, Charles S., (2001)
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Daily Exchange Rate Behaviour and Hedging of Currency Risk
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Daily Exchange Rate Behaviour and Hedging of Currency Risk
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Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk
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