Exchange rate and industrial commodity volatility transmissions, asymmetries and hedging strategies

Book

Shawkat M Hammoudeh, Yuan Yuan, Michael McAleer and University of Canterbury. Department of Economics and Finance

Working paper, Dept. of Economics and Finance, College of Business and Economics, University of Canterbury

2010

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Econometric models

Foreign exchange rates

Hedging (Finance)

Prices

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Title: Exchange rate and industrial commodity volatility transmissions, asymmetries and hedging strategies
Creators: Shawkat M Hammoudeh
Yuan Yuan
Michael McAleer
University of Canterbury. Department of Economics and Finance
Series: Working paper
Publisher: Dept. of Economics and Finance, College of Business and Economics, University of Canterbury; Christchurch, N.Z
Resource Type: Book
Language: English
Academic Unit: Economics (School of Economics)
Identifiers: 991019189178604721