A Study on Hedging in International Coffee Markets
碩士 === 大葉大學 === 企業管理學系碩士班 === 106 === A sizable research effort has been made to find optimal hedging ratios using futures contracts. The paper adopts the OLS model to compare the performances of two coffee futures obtained from the CSCE and BMF exchanges in hedging the risk of five different coffee...
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| Format: | Others |
| Language: | zh-TW |
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2018
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| Online Access: | http://ndltd.ncl.edu.tw/handle/nndgdm |