Rand hedge as an investment strategy on the JSE
Year of publication: |
August 2015
|
---|---|
Authors: | Page, Daniel ; Britten, James ; Auret, C. |
Published in: |
Tydskrif vir studies in ekonomie en ekonometrie : SEE. - Stellenbosch, ISSN 0379-6205, ZDB-ID 863779-9. - Vol. 39.2015, 2, p. 1-19
|
Subject: | South African Rand | Währungsderivat | Currency derivative | Hedging | Wechselkurs | Exchange rate | US-Dollar | US dollar | Anlageverhalten | Behavioural finance | VAR-Modell | VAR model | Südafrika | South Africa | 1996-2013 |
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