Structural breaks, macroeconomic fundamentals and cross hedge ratio
Zhiyuan Pan, Dongli Xiao, Qingma Dong, Li Liu
| Year of publication: |
2022
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|---|---|
| Authors: | Pan, Zhiyuan ; Xiao, Dongli ; Dong, Qingma ; Liu, Li |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 47.2022, 1, p. 1-7
|
| Subject: | Cross hedge ratio | Global policy uncertainty | Structural breaks | Strukturbruch | Structural break | Hedging | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2021.102633 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013459139