A note on currency hedging with basis risk: methodology and application Online publication date: Tue, 09-Sep-2008
by Moawia Alghalith
International Journal of Banking, Accounting and Finance (IJBAAF), Vol. 1, No. 1, 2008
Abstract: We implement the theoretical models of input hedging. In doing so, we provide decisive results regarding the marginal impact of the basis risk on the optimal hedge, hedge ratio and hedge position.
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