An Examination of Dynamic Cross Hedging —Evidence from the Exchange Rate of NTD against US Dollar
碩士 === 長庚大學 === 企業管理研究所 === 90 === Abstract Due to the absence of currency futures market for NT dollar, this research aims to hedge the NTD/US exposure via cross hedging with respect to six currency futures, including Australian Dollar, British Pound, Canadian Dollar, Deutsche Mark, Japa...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2002
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Online Access: | http://ndltd.ncl.edu.tw/handle/91128258196610791580 |