Volatility and dynamic currency hedging

Jae-Beom Cho, Hong-Ghi Min, Judith Ann McDonald

Year of publication:	2020
Authors:	Cho, Jae-Beom ; Min, Hong-ghi ; McDonald, Judith Ann
Published in:	Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 64.2020, p. 1-20
Subject:	Dynamic optimal currency portfolio \| Foreign-exchange- market volatility \| Global currency hedging \| Risk-management demand for currencies \| Safe-haven currency \| Stock-market volatility \| US financial crisis \| Volatilität \| Volatility \| Hedging \| Portfolio-Management \| Portfolio selection \| Theorie \| Theory \| Finanzkrise \| Financial crisis \| Internationaler Finanzmarkt \| International financial market \| Währungsderivat \| Currency derivative \| ARCH-Modell \| ARCH model \| Devisenmarkt \| Foreign exchange market \| Welt \| World