Hedge Ratio and Hedging Effectiveness in Indian Currency Futures Markets
The purpose of the study is to assess the efficacy of diverse hedge ratios computed using three econometric models: OLS, VECM, and BEKK-GARCH model. This investigation centres on minimizing variance for the USD/INR currency pair within the Indian currency market, specifically during two distinct per...
| Published in: | Финансы: теория и практика |
|---|---|
| Main Authors: | , |
| Format: | Article |
| Language: | Russian |
| Published: |
Government of the Russian Federation, Financial University
2024-04-01
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| Subjects: | |
| Online Access: | https://financetp.fa.ru/jour/article/view/3504 |