Daily exchange rate behaviour and hedging of currency risk

C Bos, H (Hans) Dijk, RJ Mahieu

Research output: Contribution to journalArticleAcademicpeer-review

14 Citations (Scopus)
Original languageUndefined/Unknown
Pages (from-to)671-696
Number of pages26
JournalJournal of Applied Econometrics
Volume15
Issue number6
Publication statusPublished - 2000

Research programs

  • RSM F&A

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