Optimising foreign exchange hedging strategies through cross-currency basis analysis

Additional Metadata
Keywords	Cross-currency basis; covered interest rate parity; hedging; ARIMA; HAR; neural networks; forecast combinations
Thesis Advisor	Lonn, S.O.R.
Persistent URL	hdl.handle.net/2105/62150
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Janssen, T.R. (2022, March 31). Optimising foreign exchange hedging strategies through cross-currency basis analysis. Econometrie. Retrieved from http://hdl.handle.net/2105/62150

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