Currency hedging strategies using multivariate garch models

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Currency hedging strategies using multivariate garch models

Hedging on futures or forward markets is an important tool to reduce risk. Thus, in order to manage the currency risk, it is important to have a suitable hedging strategy. Hedging is a means to offset potential losses on investment by making the second investment, which is expected to move in the op...

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Bibliographic Details
Published in:	Jurnal Teknologi
Main Author:	Mohd M.A.; Nawawi A.H.M.; Hussin S.A.S.; Ramdzan S.N.A.
Format:	Article
Language:	English
Published:	Penerbit UTM Press 2016
Online Access:	https://www.scopus.com/inward/record.uri?eid=2-s2.0-84964078897&doi=10.11113%2fjt.v78.8321&partnerID=40&md5=6b2b4a6550cb9969cce4f5009710d74e

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