Firm and industry characteristics of exchange rate exposure and optimal hedging strategy: Evidence on China

Understanding the effect of foreign exchange rate movements on the value of firm is a critical element for the purpose of risk management. In this thesis, firm and industry specific exposures to exchange rate movements in the Chinese market before and after the exchange rate regime reform in 2005 ar...

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Bibliographic Details
Main Author: YAN, Fen
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2010
Subjects:
Online Access:https://ink.library.smu.edu.sg/etd_coll/238
https://ink.library.smu.edu.sg/cgi/viewcontent.cgi?article=1239&context=etd_coll
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Institution: Singapore Management University
Language: English