Dynamic Hedging of Asian Foreign Exchange Markets with Currency Futures
碩士 === 逢甲大學 === 財務金融學所 === 91 === Abstract The purpose of the thesis is to measure the hedging effectiveness of Japanese yen futures against the spot exchange rate risk of Japanese yen, Taiwanese dollar, Singapore dollar, South Korean won, Indonesian rupiah, Thai baht and Philippine peso by using...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2003
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| Online Access: | http://ndltd.ncl.edu.tw/handle/19190822246482962650 |