Daily exchange rate behaviour and hedging of currency risk

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

Research output: Contribution to journalArticleProfessional

13 Citations (Scopus)
82 Downloads (Pure)
Original languageEnglish
Pages (from-to)671-696
Number of pages26
JournalJournal of Applied Econometrics
Volume15
Issue number6
Publication statusPublished - 2000
Externally publishedYes

Cite this

Bos, C. S., Mahieu, R. J., & van Dijk, H. K. (2000). Daily exchange rate behaviour and hedging of currency risk. Journal of Applied Econometrics, 15(6), 671-696.