The impact of currency movements on asset value correlations
Hans Byström
| Year of publication: |
2014
|
|---|---|
| Authors: | Byström, Hans N. E. |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 31.2014, p. 178-186
|
| Subject: | Asset correlation | Time-variation | Sensitivity | Exchange rate | Currency risk | Korrelation | Correlation | Währungsrisiko | Exchange rate risk | Wechselkurs | Schätzung | Estimation | US-Dollar | US dollar | Börsenkurs | Share price | Portfolio-Management | Portfolio selection |
| 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/10011299340