The importance of hedging currency risk : evidence from CNY and CNH
Jiangze Du, Jying-Nan Wang, Yuan-Teng Hsu, Kin Keung Lai
| Year of publication: |
2018
|
|---|---|
| Authors: | Du, Jiangze ; Wang, Jying-Nan ; Hsu, Yuan-Teng ; Lai, Kin Keung |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 75.2018, p. 81-92
|
| Subject: | Currency | Hedge | RMB internationalizing | Sharpe ratio | Hedging | Währungsrisiko | Exchange rate risk | Renminbi | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2018.06.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012101393