The Hedging Cost of Forgetting the Exchange Rate
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KeywordsExchange rate risk; Hedging strategy; Risk measures; Tail dependence; Vine copula.;
All these keywords.
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
- F13 - International Economics - - Trade - - - Trade Policy; International Trade Organizations
- G1 - Financial Economics - - General Financial Markets
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-CWA-2022-02-21 (Central & Western Asia)
- NEP-MON-2022-02-21 (Monetary Economics)
- NEP-RMG-2022-02-21 (Risk Management)
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