Missing Data Bias on a Selective Hedging Strategy

Foreign exchange rates affect corporate profitability both on the macro and cash-flow level. The current study analyses the bias of missing data on a selective hedging strategy, where currency options are applied in case of Value at Risk (1%) signs. However, there can be special occasions when one o...

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Bibliographic Details
Main Authors: Kiss Gábor Dávid, Sávai Marianna, Udvari Beáta
Format: Article
Language:English
Published: Tomas Bata University in Zlín 2017-03-01
Series:Journal of Competitiveness
Subjects:
Online Access:http://www.cjournal.cz/files/238.pdf