The term structure of currency hedge ratios
Year of publication: |
2009
|
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Authors: | Korn, Olaf ; Koziol, Philipp |
Publisher: |
Cologne : University of Cologne, Centre for Financial Research (CFR) |
Subject: | Währungsmanagement | Devisentermingeschäft | Hedging | Wechselkursrisiko | Zinsstruktur | VAR-Modell | Schätzung | Exportindustrie | Deutschland | corporate risk management | foreign exchange risk | hedging | cointegrated VAR model |
Series: | CFR working paper ; 09-01 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 605032408 [GVK] hdl:10419/41380 [Handle] RePEc:zbw:cfrwps:0901 [RePEc] |
Classification: | F31 - Foreign Exchange ; G32 - Financing Policy; Capital and Ownership Structure |
Source: |
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