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...
| 出版年: | Jurnal Teknologi |
|---|---|
| 第一著者: | |
| フォーマット: | 論文 |
| 言語: | English |
| 出版事項: |
Penerbit UTM Press
2016
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| オンライン･アクセス: | https://www.scopus.com/inward/record.uri?eid=2-s2.0-84964078897&doi=10.11113%2fjt.v78.8321&partnerID=40&md5=6b2b4a6550cb9969cce4f5009710d74e |