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A note on currency hedging with basis risk: methodology and application

Author

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  • Moawia Alghalith

Abstract

We implement the theoretical models of input hedging. In doing so, we provide decisive results regarding the marginal impact of the basis risk on the optimal hedge, hedge ratio and hedge position.

Suggested Citation

  • Moawia Alghalith, 2008. "A note on currency hedging with basis risk: methodology and application," International Journal of Banking, Accounting and Finance, Inderscience Enterprises Ltd, vol. 1(1), pages 105-109.
    • Handle: RePEc:ids:injbaf:v:1:y:2008:i:1:p:105-109
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    Cited by:

    1. Moawia Alghalith & Ricardo Lalloob, 2012. "A General Empirical Model of Hedging," JRFM, MDPI, vol. 5(1), pages 1-19, December.

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