Keywords
EconomicsPortfolioCurrencyDebtEconometricsAutoregressive modelAutoregressive conditional heteroskedasticityExchange rateMonetary economicsCommodityExternal debtMultivariate statisticsFinancial economicsMathematicsMacroeconomicsFinanceVolatility (finance)Statistics
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Publication Info
- Year
- 1991
- Type
- article
- Volume
- 10
- Issue
- 1
- Pages
- 131-148
- Citations
- 66
- Access
- Closed
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Cite This
Kenneth F. Kroner,
Stijn Claessens
(1991).
Optimal dynamic hedging portfolios and the currency composition of external debt.
Journal of International Money and Finance
, 10
(1)
, 131-148.
https://doi.org/10.1016/0261-5606(91)90031-e
Identifiers
- DOI
- 10.1016/0261-5606(91)90031-e