Correlation asymmetry and implication on hedging
Abdelwahed Trabelsi, Asma Ennabli
| Year of publication: |
2017
|
|---|---|
| Authors: | Trabelsi, Abdelwahed ; Ennabli, Asma |
| Published in: |
International journal of financial markets and derivatives. - Genève [u.a.] : Inderscience Enterprises, ISSN 1756-7130, ZDB-ID 2550152-5. - Vol. 6.2017, 1, p. 30-56
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| Subject: | correlation | multivariate GARCH | asymmetry | derivatives | currency spot and futures returns | hedging effectiveness | hedging strategies | futures hedging | cross hedging | Hedging | Derivat | Derivative | ARCH-Modell | ARCH model | Währungsderivat | Currency derivative | Korrelation | Correlation | Theorie | Theory | Futures | Rohstoffderivat | Commodity derivative | Währungsrisiko | Exchange rate risk | Währungsmanagement | Foreign exchange management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011862371