๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Utilizing currency portfolios to mitigate exchange rate risk

โœ Scribed by Assistant, Jeff Medura ;Joe Nosari, E.

Book ID
112221241
Publisher
Wiley (John Wiley & Sons)
Year
1984
Weight
129 KB
Volume
26
Category
Article
ISSN
0020-6652

No coin nor oath required. For personal study only.

๐Ÿ“œ SIMILAR VOLUMES

Daily exchange rate behaviour and hedgin
Daily exchange rate behaviour and hedging of currency risk
โœ Charles S. Bos; Ronald J. Mahieu; Herman K. Van Dijk ๐Ÿ“‚ Article ๐Ÿ“… 2000 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 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