Analysis of the Optimal Hedge Ratios and the Hedging Effectiveness of Foreign Currency Futures

碩士 === 淡江大學 === 財務金融學系碩士在職專班 === 99 === US subprime mortgage crisis led to a global financial crisis in 2008. This highlighted that global financial market developed borderless and derivatives resulted in complicated financial environment. Foreign currency hedging has become a main issue for busines...

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Bibliographic Details
Main Authors: Hsiao-Chun Liu, 劉肖君
Other Authors: Jong-rong Chiou
Format: Others
Language:zh-TW
Published: 2011
Online Access:http://ndltd.ncl.edu.tw/handle/10371618177674709180