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Financial versus operative hedging of currency risk

โœ Scribed by Ulrich Hommel


Book ID
117701161
Publisher
Elsevier Science
Year
2003
Tongue
English
Weight
206 KB
Volume
14
Category
Article
ISSN
1044-0283

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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