Currency exchange rate risk hedging strategies using MXN/USD MexDer futures contracts
Roberto J. Santillán-Salgado, Melissa G. Ulin-Lastra, Francisco López-Herrera
| Year of publication: |
2016
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|---|---|
| Authors: | Santillán Salgado, Roberto Joaquín ; Ulín-Lastra, Melissa G. ; López Herrera, Francisco |
| Published in: |
International journal of bonds and derivatives. - Olney : Inderscience, ISSN 2050-2281, ZDB-ID 2765392-4. - Vol. 2.2016, 3, p. 186-210
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| Subject: | currency exchange rate risk | MexDer | currency futures | optimal hedge ratio | OHR | bivariate GARCH | Währungsderivat | Currency derivative | Hedging | Währungsrisiko | Exchange rate risk | ARCH-Modell | ARCH model | Theorie | Theory | Derivat | Derivative | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011742331