A Hedging Strategy for New Zealand’s Exporters in Transaction Exposure to Currency Risk
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Cited by:
- Jan Campbell & Alexey S. Kosarev & Aleksey J. Domnikov & Olga A. Rutschizkaja, 2012. "Currency risk management: the experience of a Russian company," Ekonomika a Management, Prague University of Economics and Business, vol. 2012(4), pages 5-14.
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More about this item
Keywords
forwards; hedging effectiveness; optimal hedge ratio; options synthetic forwards; utility maximization;All these keywords.
JEL classification:
- G1 - Financial Economics - - General Financial Markets
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
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