Riesgo cambiario, brecha de madurez y cobertura con futuros: análisis local y de valor en riesgo
Year of publication: |
2001
|
---|---|
Authors: | González-Aréchiga, Bernardo ; Tinoco, Jaime Díaz ; Venegas-Martínez, Francisco |
Published in: |
Economía Mexicana NUEVA ÉPOCA. - Vol. X.2001, 2, p. 259-290
|
Subject: | portfolio immunization | exchange-rate risk | futures contracts | value at risk |
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