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Alternative methods to estimate the optimal hedge ratio and its application to hedge the exchange rate risk
 Flídr, Dominik ; Brůna, Karel (advisor) ; Blaheta, Petr (referee)
This thesis presents three alternative methods to estimate the optimal hedge ratio. These methods are OLS, EWMA and DCC GARCH(1,1). The optimal hedge ratio estimated by different methods is then used for hedging the exchange rate risk with currency futures. To hedge the exchange rate risk, both static and dynamic hedging is applied. Each type of hedging is compared in terms of their effectiveness.
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