Foreign exchange hedging using regime-switching models : the case of pound sterling
Taehyun Lee, Ioannis C. Moutzouris, Nikos C. Papapostolou, Mahmoud Fatouh
| Year of publication: |
2024
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|---|---|
| Authors: | Lee, Taehyun ; Moutzouris, Ioannis C. ; Papapostolou, Nikos C. ; Fatouh, Mahmoud |
| Published in: |
International journal of finance & economics : IJFE. - Chichester [u.a.] : Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 29.2024, 4, p. 4813-4835
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| Subject: | foreign exchange hedging | forward hedging | hedging effectiveness | high-volatility currencies | regime-switching | Hedging | Theorie | Theory | Währungsderivat | Currency derivative | Währungsmanagement | Foreign exchange management | Pfund Sterling | Pound Sterling | Volatilität | Volatility | Devisenmarkt | Foreign exchange market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/ijfe.2893 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015337841