TY  - RPRT
AU  - Caporin, Massimiliano
AU  - Jiménez Martín, Juan Ángel
AU  - González Serrano, Lydia
PY  - 2013
UR  - https://hdl.handle.net/20.500.14352/41519
AB  - This paper investigates dynamic currency hedging benefits, with a further focus on the impact of currency hedging before and during the recent financial crises originated from the subprime and the Euro sovereign bonds. We take the point of view of a...
LA  - eng
KW  - Multivariate GARCH
KW  - Conditional correlations
KW  - Currency futures
KW  - Optimal hedge ratios
KW  - Hedging strategies.
TI  - Currency hedging strategies, strategic benchmarks and the Global and Euro Sovereign financial crises
TY  - technical report
VL  - 2013
ER  -