Gold and exchange rates : downside risk and hedging at different investment horizons
Year of publication: |
2014
|
---|---|
Authors: | Reboredo, Juan Carlos ; Rivera-Castro, Miguel A. |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 34.2014, p. 267-279
|
Subject: | Gold | Exchange rates | Hedging | Downside risk | Wavelets | Währungsrisiko | Exchange rate risk | Portfolio-Management | Portfolio selection | Wechselkurs | Exchange rate | Theorie | Theory | Goldstandard | Gold standard | Währungsderivat | Currency derivative | Kapitalanlage | Financial investment |
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