VOLATILITY SPILLOVERS BETWEEN FOREIGN EXCHANGE, COMMODITY AND FREIGHT FUTURES PRICES: IMPLICATIONS FOR HEDGING STRATEGIES
Year of publication: |
1999-05-21
|
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Authors: | Haigh, Michael S. ; Holt, Matthew T. |
Publisher: |
AgEcon Search |
Subject: | hedging | multivariate GARCH | foreign exchange | freight and commodity futures | Marketing |
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