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Currency hedging strategies, strategic benchmarks and the Global and Euro Sovereign financial crises
This paper investigates dynamic currency hedging benefits, with a further focus on the impact of currency hedging before and during the recent financial crises originated from the subprime and the Euro sovereign bonds. We take the point of view [...]texto impreso
Chang, Chia-Lin ; González Serrano, Lydia ; Jiménez-Martín, Juan-Ángel | 2012-02This paper examines the effectiveness of using futures contracts as hedging instruments of: (1) alternative models of volatility for estimating conditional variances and covariances; (2) alternative currencies; and (3) alternative maturities of [...]
