haku: @author Kwok, C. / yhteensä: 5
viite: 5 / 5
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| Tekijä: | Kwok, C. |
| Otsikko: | Hedging foreign exchange exposures : independent vs integration approaches. |
| Lehti: | Journal of International Business Studies
1987 : SUMMER, VOL. 18:2, p. 33-51 |
| Asiasana: | FOREIGN EXCHANGE HEDGING FORWARD EXCHANGE CASH FLOW |
| Kieli: | eng |
| Tiivistelmä: | Theories of hedging for financial managers to reduce risks in multiple cash flows. Examples of hedging single cash flows, two cash flows of differing maturities, correlations and covariances between spot and future DM rates, simulation exercises and aspects of Ederington's portfolio approach are given. Seven Tables compare rates and cash flows. The conclusion suggests an independent simpler approach and further research for an extension to an intertemporal cross-hedging model. The appendix proposes a generalized model of integrative hedging. |
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