TY  - RPRT
AU  - De la Flor, Beatriz
AU  - Ojea Ferreiro, Javier
AU  - Ferreira, Eva
PY  - 2022
SN  - 2341-2356
UR  - https://hdl.handle.net/20.500.14352/4282
AB  - The safe-haven property of gold has been widely studied, although little attention has been paid to how exchange rate movements could affect hedging strategies. We analyse the exchange rate role in stock portfolios hedged with gold in several regions...
LA  - eng
KW  - Exchange rate risk
KW  - Hedging strategy
KW  - Risk measures
KW  - Tail dependence
KW  - Vine copula.
TI  - The Hedging Cost of Forgetting the Exchange Rate
TY  - technical report
VL  - 2022
ER  -