The Effect of the Exchange Rate Exposure in Hedge Strategy:Compare the Model Exposure with the Empirical Exposure.

碩士 === 國立高雄第一科技大學 === 財務管理所 === 98 === In this paper, we analyze a sample of 314 listed companies in Taiwan, in addition, the others distinguish between different industries to different horizon (day, week, month) of analysis and comparison. We estimate the theoretical model of exchange rate exposur...

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Bibliographic Details
Main Authors: Yu-Ching Yang, 楊育箐
Other Authors: Luke Lin
Format: Others
Language:zh-TW
Published: 2010
Online Access:http://ndltd.ncl.edu.tw/handle/55752175069132520172