An Examination of Dynamic Cross Hedging —Evidence from the Exchange Rate of NTD against US Dollar

碩士 === 長庚大學 === 企業管理研究所 === 90 === Abstract Due to the absence of currency futures market for NT dollar, this research aims to hedge the NTD/US exposure via cross hedging with respect to six currency futures, including Australian Dollar, British Pound, Canadian Dollar, Deutsche Mark, Japa...

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Bibliographic Details
Main Authors: Rojian Tzeng, 曾榮健
Other Authors: Yih-Wen Shyu
Format: Others
Language:zh-TW
Published: 2002
Online Access:http://ndltd.ncl.edu.tw/handle/91128258196610791580