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Cross-Hedging of Exchange-Rate Risk

โœ Scribed by Udo Broll; Bernhard Eckwert


Book ID
111005615
Publisher
John Wiley and Sons
Year
1996
Tongue
English
Weight
330 KB
Volume
4
Category
Article
ISSN
0965-7576

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๐Ÿ“œ SIMILAR VOLUMES


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Daily exchange rate behaviour and hedgin
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## Abstract We construct models which enable a decision maker to analyse the implications of typical time series patterns of daily exchange rates for currency risk management. Our approach is Bayesian where extensive use is made of Markov chain Monte Carlo methods. The effects of several model char