Bank foreign exchange and interest rate risk management: Simultaneous versus separate hedging strategies

Journal of Financial Intermediation

Volumn 12, Issue 3, 2003, Pages 277-297

  Mun, K C ^a   Morgan, George Emir ^b  

^a TRUMAN STATE UNIVERSITY   (United States)

^b PAMPLIN COLLEGE OF BUSINESS   (United States)

Author keywords

Foreign exchange risk; Interest rate risk; Separate hedging; Simultaneous hedging

Indexed keywords

EID: 0041856312     PISSN: 10429573     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1042-9573(03)00039-1     Document Type: Article

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