• Graduate program
  • Research
  • News
  • Events
    • Summer School
      • Climate Change
      • Gender in Society
      • Inequalities in Health and Healthcare
      • Business Data Science Summer School Program
      • Receive updates
    • Events Calendar
    • Events Archive
    • Tinbergen Institute Lectures
    • Conference: Consumer Search and Markets
    • Annual Tinbergen Institute Conference
  • Summer School
    • Climate Change
    • Gender in Society
    • Inequalities in Health and Healthcare
    • Business Data Science Summer School Program
    • Receive updates
  • Alumni
  • Magazine

01-017/4 - Daily Exchange Rate Behaviour and Hedging of Currency Risk


  • 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
    Bayesian decision making; econometric modelling; exchange rates; risk management; stochastic volatility; GARCH
  • JEL
    C11; C44; E47; G15