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Commodity Currencies: A Macroeconomic Interpretation

✍ Scribed by Polasek, Matt

Book ID
126563872
Publisher
Elsevier
Year
2004
Tongue
English
Weight
438 KB
Volume
34
Category
Article
ISSN
0313-5926

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πŸ“œ SIMILAR VOLUMES

Hedging foreign currency, freight, and c
Hedging foreign currency, freight, and commodity futures portfoliosβ€”A note
✍ Michael S. Haigh; Matthew T. Holt πŸ“‚ Article πŸ“… 2002 πŸ› John Wiley and Sons 🌐 English βš– 117 KB πŸ‘ 2 views

## Abstract Foreign exchange hedging ratios are simultaneously estimated alongside freight and commodity ratios in a time‐varying portfolio framework. Foreign exchange futures are by far the most important derivative instrument used to reduce uncertainty for traders. Our results lend support to the