{"title":"汇率动态和外汇对冲策略","authors":"M. Dash, Anand Kumar N.S.","doi":"10.2139/ssrn.1412745","DOIUrl":null,"url":null,"abstract":"The present study has extended the analysis of Dash et al (2008) in comparing the performance of different hedging strategies, approaching the problem from the point of view of exchange rate dynamics, using a model for exchange rate movements. Based on the results of the simulation of this model, the hedging strategies which yielded highest returns and lowest variability of returns could be identified.","PeriodicalId":445453,"journal":{"name":"ERN: Other Econometric Modeling: International Financial Markets - Foreign Exchange (Topic)","volume":"152 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2009-06-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"2","resultStr":"{\"title\":\"Exchange Rate Dynamics and Forex Hedging Strategies\",\"authors\":\"M. Dash, Anand Kumar N.S.\",\"doi\":\"10.2139/ssrn.1412745\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"The present study has extended the analysis of Dash et al (2008) in comparing the performance of different hedging strategies, approaching the problem from the point of view of exchange rate dynamics, using a model for exchange rate movements. Based on the results of the simulation of this model, the hedging strategies which yielded highest returns and lowest variability of returns could be identified.\",\"PeriodicalId\":445453,\"journal\":{\"name\":\"ERN: Other Econometric Modeling: International Financial Markets - Foreign Exchange (Topic)\",\"volume\":\"152 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2009-06-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"2\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"ERN: Other Econometric Modeling: International Financial Markets - Foreign Exchange (Topic)\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.2139/ssrn.1412745\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"ERN: Other Econometric Modeling: International Financial Markets - Foreign Exchange (Topic)","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.2139/ssrn.1412745","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Exchange Rate Dynamics and Forex Hedging Strategies
The present study has extended the analysis of Dash et al (2008) in comparing the performance of different hedging strategies, approaching the problem from the point of view of exchange rate dynamics, using a model for exchange rate movements. Based on the results of the simulation of this model, the hedging strategies which yielded highest returns and lowest variability of returns could be identified.
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