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...
Main Authors: | , , |
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Format: | Article |
Language: | English |
Published: |
Tomas Bata University in Zlín
2017-03-01
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Series: | Journal of Competitiveness |
Subjects: | |
Online Access: | http://www.cjournal.cz/files/238.pdf |