Time Varying Hedging Ratio of Foreign Exchange Futures: Evidence from Global Markets
碩士 === 南華大學 === 財務金融學系財務管理碩士班 === 102 === This article uses ADCC-TGARCH model to test the time-varying hedge ratio of foreign currency futures and spot. Due to the facts that the study period covers financial crisis, thus the dot-com bubble, subprime crisis and European debt crisis is investigated...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2014
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| Online Access: | http://ndltd.ncl.edu.tw/handle/85769869518530133050 |