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Open AccessEditorial

The Dynamic International Optimal Hedge Ratio

by Xiaochun Liu and Brian Jacobsen

International Journal of Econometrics and Financial Management. 2014, 2(3), 82-94. DOI: 10.12691/ijefm-2-3-1
Pub. Date: June 16, 2014Views: 19834 Downloads: 13431Like: 41

optima hedge ratio international hedging multivariate GARCH currency risk hedge effectiveness and efficiency spot and futures markets

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