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Persistent link: https://www.econbiz.de/10011761392
The recent financial crisis in US and then debt crisis in Europe have impacted the economical performance of world in general and financial performance in particular. With increase in globalization and cross-border trade, dependency of one economy increases on other economies. Portfolio...
Persistent link: https://www.econbiz.de/10013000150
There is no dearth of research in the area of Optimal Hedge Ratio estimation. The general consent goes towards use of Multivariate Generalized Autoregressive Conditionally Heteroscedastic (MGARCH) model because of superior outcomes having low portfolio volatilities over other models (like: OLS...
Persistent link: https://www.econbiz.de/10013035194