Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies
Year of publication: |
2009-11-24
|
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Authors: | Hammoudeh, Shawkat ; McAleer, Michael ; Yuan, Yuan, Y. ; Thompson, Thompson, M.A. |
Institutions: | Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam |
Subject: | correlation | dependency | exchange rates | hedging | interdependency | multivariate | precious metals | shocks | volatility |
Extent: | application/pdf |
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Series: | Econometric Institute Research Papers. - ISSN 1566-7294. |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series RePEc:ems:eureir Number EI 2009-38 |
Classification: | C32 - Time-Series Models ; G10 - General Financial Markets. General |
Source: |
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Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies
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