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~person:"Koziol, Philipp"
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cointegrated VAR model
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foreign exchange risk
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hedging
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Koziol, Philipp
Engel, Charles
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Institut für Finanzmarktforschung, Wirtschafts- und Sozialwissenschaftliche Fakultät
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The term structure of currency hedge ratios
Korn, Olaf
;
Koziol, Philipp
-
2009
prices and exchange rates in different countries interact, natural hedges of
foreign
exchange
risk
might result. If the …
Persistent link: https://www.econbiz.de/10010302548
Saved in:
2
The term structure of currency hedge ratios
Korn, Olaf
;
Koziol, Philipp
-
Institut für Finanzmarktforschung, Wirtschafts- und …
-
2009
prices and exchange rates in different countries interact, natural hedges of
foreign
exchange
risk
might result. If the …
Persistent link: https://www.econbiz.de/10008683758
Saved in:
3
The term structure of currency hedge ratios
Korn, Olaf
;
Koziol, Philipp
- In:
International journal of theoretical and applied finance
14
(
2011
)
4
,
pp. 525-557
Persistent link: https://www.econbiz.de/10009269361
Saved in:
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