Optimal bond holding dynamics with hedging against real exchange rate risks
Kyounghun Kim, Sunghyun Kim, Sanho Lim
| Year of publication: |
2023
|
|---|---|
| Authors: | Kim, Kyounghun ; Kim, Sŏng-hyŏn ; Lim, Sanho |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 86.2023, p. 626-638
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| Subject: | DSGE model | Hedge ratio | Higher order approximation | Real exchange rate risk | SVAR | Hedging | Kaufkraftparität | Purchasing power parity | Theorie | Theory | Währungsrisiko | Exchange rate risk | VAR-Modell | VAR model | Dynamisches Gleichgewicht | Dynamic equilibrium | DSGE-Modell | Schätzung | Estimation | Anleihe | Bond |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2023.03.044 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014434425