VOLATILITY SPILLOVERS BETWEEN FOREIGN EXCHANGE, COMMODITY AND FREIGHT FUTURES PRICES: IMPLICATIONS FOR HEDGING STRATEGIES
Year of publication: |
1999
|
---|---|
Authors: | Haigh, Michael S. ; Holt, Matthew T. |
Publisher: |
AgEcon Search |
Subject: | hedging | multivariate GARCH | foreign exchange | freight and commodity futures | Financial Economics | International Relations/Trade |
-
Haigh, Michael S., (1999)
-
Haigh, Michael S., (1999)
-
Haigh, Michael S., (1999)
- More ...
-
Haigh, Michael S., (1999)
-
Hedging foreign currency, freight, and commodity futures portfolios—A note
Haigh, Michael S., (2002)
-
Hedging Multiple Price Uncertainty in International Grain Trade
Haigh, Michael S., (2000)
- More ...