The Effect of Currency Hedging on Risk and Return of Global Investment – Evidence from Taiwan and American Stock Market

碩士 === 國立臺灣大學 === 財務金融學研究所 === 94 === We stand in Taiwan investors’ point of view to investigate the efficacy of three simple strategies for hedging foreign exchange risk. The strategies are: to always hedge, to hedge when the forward rate is at a premium, and the optimal hedge. We compare these str...

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Bibliographic Details
Main Authors: Chin-I Tsai, 蔡瑧怡
Other Authors: Larry Tzeng
Format: Others
Language:zh-TW
Published: 2006
Online Access:http://ndltd.ncl.edu.tw/handle/15988528724901236099