Volatility spillovers between foreign exchange, commodity and freight futures prices : implications for hedging strategies
by Michael S. Haigh and Matthew T. Holt
| Year of publication: |
1999
|
|---|---|
| Authors: | Haigh, Michael S. ; Holt, Matthew T. |
| Publisher: |
College Station, Tex. |
| Subject: | Hedging | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Wechselkurs | Exchange rate | Rohstoffderivat | Commodity derivative | Schätzung | Estimation | Theorie | Theory | 1985-1998 |
| Extent: | 18 S |
|---|---|
| Series: | Faculty paper series : FP. - College Station, Tex., ZDB-ID 1174070-X. - Vol. 99.5 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001401517