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This repository provides metadata of IIMB Publications and aimed at creating and preserving an archive of Institution scholarship. IIMB Publications include Articles, Working Papers (FULL TEXT), Book Chapters published by Faculty, Doctoral Dissertations by FPM Scholars and Project reports of Students enrolled in various courses of IIMB.
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https://repository.iimb.ac.in/handle/2074/20585| Title: | Signal based FX hedging strategies for European buyers | Authors: | Soni, Akshay Jain, Archit |
Keywords: | Foreign exchange hedge;FX hedging strategies;Buyers;Europe;Hedge composition | Issue Date: | 2016 | Publisher: | Indian Institute of Management Bangalore | Series/Report no.: | PGP_CCS_P16_021 | Abstract: | Most of the corporations show a clear trend towards more transparent FX hedging strategies. We have developed a framework allowing corporate clients to set up a rule based hedging approach. This document contains an exemplary rule based hedging strategy designed to systematically exploit under-/overvaluations by adjusting the hedging portfolio | URI: | https://repository.iimb.ac.in/handle/2074/20585 |
| Appears in Collections: | 2016 |
Files in This Item:
| File | Size | Format | |
|---|---|---|---|
| PGP_CCS_P16_021.pdf | 1.05 MB | Adobe PDF | View/Open Request a copy |
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