Long Term Exchange Rate Risk and Hedging with Quantity Uncertainty in a Market that Only Provides Short Term Futures Contracts

This paper analyzes the problem faced by an investor expecting to receive an uncertain amount of cash flow in a foreign currency on a certain future date T. The investor is also assumed to be exposed to long-term exchange rate risk, and has access only to short-term futures contracts to hedge. A cl...

Disgrifiad llawn

Wedi'i Gadw mewn:
Manylion Llyfryddiaeth
Cyhoeddwyd yn:Academia. Revista Latinoamericana de Administración
Prif Awduron: Augusto Castillo, Rafael Aguila, Jorge Niño
Fformat: Artigo
Iaith:Inglês
Cyhoeddwyd: Consejo Latinoamericano de Escuelas de Administración 2012
Pynciau:
Administración y Contabilidad
hedging
Risk management
quantity uncertainty
Mynediad Ar-lein:https://www.redalyc.org/articulo.oa?id=71624352006
Tagiau: Ychwanegu Tag
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