๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Hedging Foreign Exchange Exposure: Risk Reduction from Transaction and Translation Hedging

โœ Scribed by Niclas Hagelin; Bengt Pramborg


Book ID
110943338
Publisher
John Wiley and Sons
Year
2004
Tongue
English
Weight
142 KB
Volume
15
Category
Article
ISSN
0954-1314

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


Commodity futures cross hedging of forei
โœ Bruce A. Benet ๐Ÿ“‚ Article ๐Ÿ“… 1990 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 962 KB

Bruce A. Benet 'Although the minimum-variance methodology, as applied to futures hedging, is often attributed to Ederington; earlier work in futures portfolio theory by Johnson (1960) and Stein (1961), as well as the original Markowitz (1952) study, should be credited also.

Hedge period length and Ex-ante futures
โœ Bruce A. Benet ๐Ÿ“‚ Article ๐Ÿ“… 1992 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 592 KB

Support from the DePaul College of Commerce summer research grants program is gratefully 'Data are obtained from the IMM Yearbook, the CRB Commodity Yearbmk, and The Wall Street 'For a discussion of the various theoretical drawbacks of the mean-variance (risk-minimizing) acknowledged.

Reduction in hedging risk from adjusting
โœ Emmett Elam ๐Ÿ“‚ Article ๐Ÿ“… 1991 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 1002 KB

T price level regression can reduce hedging risk. When a hedging decision is being made, a hedger derives a target price to indicate the price he expects to achieve from hedging. Usually, the target price is developed from a linear (or price level) regression of local cash price on the nearby future