01-018/4 - On the Variation of Hedging Decisions in Daily Currency Risk Management

  • Authors
    Charles S. Bos, Erasmus University Rotterdam; Ronald J. Mahieu, Erasmus University Rotterdam; Herman K. van Dijk, Erasmus University Rotterdam
  • Publication date
    February 8, 2001
  • Keywords
    Exchange rates; risk management; Bayesian analysis
  • JEL
    C11; C44; E47; G15
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