A note on currency hedging with basis risk: methodology and application

Moawia Alghalith

International Journal of Banking, Accounting and Finance, 2008, vol. 1, issue 1, 105-109

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.

Keywords: currency hedging; input hedging; basis risk; optimal hedge; hedge ratio; hedge position. (search for similar items in EconPapers)
Date: 2008
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