Precious metals-exchange rate volatility transmissions and hedging strategies
Shawkat M. Hammoudeh; Yuan Yuan; Michael McAleer; Mark A. Thompson
| Year of publication: |
2010
|
|---|---|
| Authors: | Hammoudeh, Shawkat ; Yuan, Yuan ; McAleer, Michael ; Thompson, Mark A. |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 19.2010, 4, p. 633-647
|
| Subject: | Hedging | Währungsrisiko | Exchange rate risk | Schock | Shock | Portfolio-Management | Portfolio selection | Schätzung | Estimation | USA | United States | 1999-2007 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009007004