An Analysis of Optimal Hedging Strategy for Currency Exchange Market
碩士 === 國立臺灣大學 === 經濟學研究所 === 100 === While several studies have indicated that currency futures contracts can effectively minimize foreign exchange risk, few studies have discussed cross-hedging strategies using other assets. Gold is known as its monetary property and anti-cyclical nature. Therefore...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/96928494396873476375 |