hedge risk of exchange rate 中文意思是什麼
hedge risk of exchange rate
解釋
規避匯率風險-
Depicting the dynamic features of the minimum risk hedge ratios with diagonal bekk models which capture the interaction of spot and futures currency markets concludes that hedging does alleviate exchange rate risk, although different hedging strategies rank in hedging effectiveness according to their respective duration
採用對角bekk模型來捕捉貨幣現貨與期貨市場的交互影響,從而刻畫風險最小化套期比率的動態特徵,結果表明,套期保值能減少匯率風險,但具體的套期保值策略的效率高低排序與避險頻率相關。
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