Foreign exchange hedging using regime‐switching models: The case of pound sterling.

Autor: Lee, Taehyun1 (AUTHOR), Moutzouris, Ioannis C.1 (AUTHOR) ioannis.moutzouris@city.ac.uk, Papapostolou, Nikos C.1 (AUTHOR), Fatouh, Mahmoud2 (AUTHOR)
Zdroj: International Journal of Finance & Economics. Oct2024, Vol. 29 Issue 4, p4813-4835. 23p.
Databáze: Business Source Ultimate
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