Managing Exchange Rate Risk with Derivatives: An Application of the Hedge Ratio
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More about this item
Keywords
exchange rate risk; hedging; ARMA; futures; stock exchange;All these keywords.
JEL classification:
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
- F23 - International Economics - - International Factor Movements and International Business - - - Multinational Firms; International Business
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