Foreign Currency Futures and Management of Exchange Risk── Empirical Study of Cross Hedging in Taiwan
碩士 === 淡江大學 === 金融研究所 === 81 === The objective of this study is to probing the effec- tiveness of cross hedging in Taiwan through the em- ployment of various foreign currency futures contracts offered by Chicago Merchantile Exchange, and the ulti- mate ta...
Main Authors: | Guang-Daw Hwang, 黃光道 |
---|---|
Other Authors: | Kwo-Shin Chen |
Format: | Others |
Language: | zh-TW |
Published: |
1993
|
Online Access: | http://ndltd.ncl.edu.tw/handle/73864934972685638803 |
Similar Items
-
A research of hedging foreign exchange risk with currency futures
by: ZHOU,WEI-LI, et al.
Published: (1991) -
The Optimal Cross Hedging of Foreign Currency Futures - a GARCH Approach
by: Hwang, I-Shiang, et al.
Published: (1994) -
Cross hedging the NT dollar / US dollar exchange pate risk with foreign currency futures
by: 李姿瑱
Published: (1992) -
Dynamic Hedging of Asian Foreign Exchange Markets with Currency Futures
by: Tzu-Yin Chou, et al.
Published: (2003) -
Cross Hedging the NT Dollar/US Dollar Exchange Rate Risk with Foreign Currency and Commodity Futures
by: Li Tzu-Chien, et al.
Published: (1994)