Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies
Year of publication: |
2009
|
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Authors: | Hammoudeh, Shawkat M. |
Other Persons: | Yuan, Yuan (contributor) ; Thompson, Mark A. (contributor) ; McAleer, Michael (contributor) |
Publisher: |
[2009]: [S.l.] : SSRN |
Subject: | Hedging | Schätzung | Estimation | Währungsrisiko | Exchange rate risk | Portfolio-Management | Portfolio selection | Schock | Shock | Volatilität | Volatility |
Extent: | 1 Online-Ressource (41 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 28, 2009 erstellt |
Other identifiers: | 10.2139/ssrn.1495748 [DOI] |
Classification: | C32 - Time-Series Models ; G10 - General Financial Markets. General |
Source: | ECONIS - Online Catalogue of the ZBW |
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