The Term Structure Of Currency Hedge Ratios
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References listed on IDEAS
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More about this item
KeywordsCorporate risk management; foreign exchange risk; hedging; cointegrated VAR model;
- F31 - International Economics - - International Finance - - - Foreign Exchange
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
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