Daily exchange rate behaviour and hedging of currency risk

C.S. Bos, R.J. Mahieu, H.K. van Dijk

Research output: Contribution to journal › Article › Professional

92 Downloads (Pure)

Original language	English
Pages (from-to)	671-696
Number of pages	26
Journal	Journal of Applied Econometrics
Volume	15
Issue number	6
Publication status	Published - 2000
Externally published	Yes

Access to Document

@article{36d22727e3cc49ea8ad5fd352e987958,

title = "Daily exchange rate behaviour and hedging of currency risk",

author = "C.S. Bos and R.J. Mahieu and {van Dijk}, H.K.",

note = "Pagination: 26",

year = "2000",

language = "English",

volume = "15",

pages = "671--696",

journal = "Journal of Applied Econometrics",

issn = "0883-7252",

publisher = "John Wiley and Sons Ltd",

number = "6",

}