The term structure of currency hedge ratios
Olaf Korn; Philipp Koziol
| Year of publication: |
2011
|
|---|---|
| Authors: | Korn, Olaf ; Koziol, Philipp |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 14.2011, 4, p. 525-557
|
| Subject: | Corporate risk management | foreign exchange risk | hedging | cointegrated VAR model | Hedging | Währungsrisiko | Exchange rate risk | Zinsstruktur | Yield curve | Währungsmanagement | Foreign exchange management | Währungsderivat | Currency derivative | VAR-Modell | VAR model | Schätzung | Estimation | Deutschland | Germany | Risikomanagement | Risk management | Exportwirtschaft | Export sector |
| 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/10009269361