(Basis Risks of the Currency Futures Contracts and Their Effect of the Hedging Trades in the Turkish Derivatives Exchange: February 2005-August 2007) A goal of the work is, the basis risk of the USD and Euro futures contracts, which are acted on Turkish derivatives exchange, to determine. At the Turkish derivatives exchange between 04.02.2005-31.08.2007 one analyzed, how high the basis risk by USD and Euro futures contracts is. It was stated that outside of 2006 a high basis risk exists for these contracts. A company can be foreign exchange risk regarding USD and Euro, opposes however with a basis risk.
Alan : Sosyal, Beşeri ve İdari Bilimler
Dergi Türü : Uluslararası
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