The effect of foreign currency hedging on the probability of financial distress
โ Scribed by Shane Magee
- Book ID
- 115206030
- Publisher
- John Wiley and Sons
- Year
- 2012
- Tongue
- English
- Weight
- 203 KB
- Volume
- 53
- Category
- Article
- ISSN
- 0810-5391
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
T w o recent studies [Hill and Schneeweis (H&S) (forthcoming) and Dale (1981)l
ecently a number of authors have examined the hedging performance of R Treasury-bill futures (Ederington, 1979; Franckle, 1980) and foreign currency futures (Dale, 1981; Hi and Schneeweis, 1981, and forthcornin& In order to investigate this question the authors regress the level (or change in the le
Beta-Moan-0.84118 STD -2 7 0 6 8 STD = 0.00570 0 9, Beta -Moan -0.94924 STD -0.06408 -Jj l ' I ' I ' I ' / ' l ' l ' I ' l ' l ' I ' l ' 1 ' I B Four-Week Ex Post Hedging Horizon 26 Week Estimation Period