Lanean...
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...
Gorde:
| Argitaratua izan da: | Academia. Revista Latinoamericana de Administración |
|---|---|
| Egile Nagusiak: | , , |
| Formatua: | Artigo |
| Hizkuntza: | Inglês |
| Argitaratua: |
Consejo Latinoamericano de Escuelas de Administración
2012
|
| Gaiak: | |
| Sarrera elektronikoa: | https://www.redalyc.org/articulo.oa?id=71624352006 |
| Etiketak: |
Etiketa erantsi
Etiketarik gabe, Izan zaitez lehena erregistro honi etiketa jartzen!
|