Showing 1 - 10 of 987,767
Persistent link: https://www.econbiz.de/10011875347
(MRS-MNTS-GARCH) to accommodate fat tails, volatility clustering and regime switch. The volatility of each asset …
Persistent link: https://www.econbiz.de/10013273511
Persistent link: https://www.econbiz.de/10012792873
Persistent link: https://www.econbiz.de/10012304579
Persistent link: https://www.econbiz.de/10014429053
Persistent link: https://www.econbiz.de/10003651587
, and basic materials) of equity markets in a sample of developed United States of America (USA) and developing economies …
Persistent link: https://www.econbiz.de/10013368440
Persistent link: https://www.econbiz.de/10012614590
Persistent link: https://www.econbiz.de/10014551995
This article proposes a multi-currency cross-hedging strategy that minimizes the exchange risk. The use of derivatives in small and medium-sized enterprises (SMEs) is not common but, despite its complexity, can be interesting for those with international activities. In particular, the reduction...
Persistent link: https://www.econbiz.de/10011821658