An Investigation of Currency Hedging Strategies-Evidence from NTD/USD exchange rate

碩士 === 國立中央大學 === 財務金融研究所 === 95 === In this paper, we stand in point of view of Taiwan Corporation and investors to investigate the efficiency of five strategies for hedging foreign exchange risk. The strategies are-full hedge, proportional hedge, selective hedge, optimal hedge, and moving average...

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Bibliographic Details
Main Authors: Wan-yu Lu, 路宛諭
Other Authors: 史綱, 何中達
Format: Others
Language:zh-TW
Published: 2007
Online Access:http://ndltd.ncl.edu.tw/handle/93168714049464563054