✦ LIBER ✦

Currency cocktail diversification and the reduction of exchange-rate risk

✍ Scribed by R. Stafford Johnson; Richard A. Zuber

Book ID: 112727995
Publisher: Springer US
Year: 1980
Tongue: English
Weight: 57 KB
Volume: 8
Category: Article
ISSN: 0197-4254
DOI: 10.1007/bf02299804

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Daily exchange rate behaviour and hedgin

Daily exchange rate behaviour and hedging of currency risk

✍ Charles S. Bos; Ronald J. Mahieu; Herman K. Van Dijk 📂 Article 📅 2000 🏛 John Wiley and Sons 🌐 English ⚖ 323 KB

## 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

Exchange Rates and the Conversion of Cur

Exchange Rates and the Conversion of Currency-Specific Risk Premia

✍ Astrid Eisenberg; Markus Rudolf 📂 Article 📅 2007 🏛 John Wiley and Sons 🌐 English ⚖ 181 KB

Currency Quandary: The Choice of Invoici

Currency Quandary: The Choice of Invoicing Currency under Exchange-Rate Uncertainty

✍ Martin Johnson; Daniel Pick 📂 Article 📅 1997 🏛 John Wiley and Sons 🌐 English ⚖ 191 KB

Conditional density and value-at-risk pr

Conditional density and value-at-risk prediction of Asian currency exchange rates

✍ Stefan Mittnik; Marc S. Paolella 📂 Article 📅 2000 🏛 John Wiley and Sons 🌐 English ⚖ 349 KB

Fixing the Exchange Rate through a Curre

Fixing the Exchange Rate through a Currency Board Arrangement: Efficiency Risk, Systemic Risk and Exit Cost

✍ Shu-ki Tsang 📂 Article 📅 1999 🏛 John Wiley and Sons 🌐 English ⚖ 320 KB

The relationship between exchange rate e

The relationship between exchange rate exposure, currency risk management and performance of international equity funds

✍ Karen L. Benson; Robert W. Faff 📂 Article 📅 2004 🏛 Elsevier Science 🌐 English ⚖ 203 KB