Figures index

From

The Dynamic International Optimal Hedge Ratio

Xiaochun Liu, Brian Jacobsen

International Journal of Econometrics and Financial Management. 2014, 2(3), 82-94 doi:10.12691/ijefm-2-3-1
  • Figure 1. Time-varying international optimal hedge ratios. IOHR is the international optimal hedge ratio estimated by the proposed alternative approach in this paper. OHR-CFM is the optimal hedge ratio estimated by the conventional hedge strategy in which the currency risk is hedged in currency derivative markets