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Start Over Author "Holt, Matthew T." Journal journal of futures markets
2 results on '"Holt, Matthew T."'

1. Hedging foreign currency, freight, and commodity futures portfolios - a note

Author

Haigh, Michael S. and Holt, Matthew T.

Subjects
Financial futures -- Research, Foreign exchange futures -- Research, Business, Business, general
Abstract

Foreign exchange hedging ratios are considered alongside freight and commodity ratios in a time-varying portfolio framework, which is a very important derivative instrument to reduce uncertainty for traders. The results of this show that due to low levels of trading activity, the trading of the Baltic International Freight Futures Exchange Freight futures contracts have been stopped.

Published
2002

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