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Title variants
Making Use of Financial Futures Quoted on Warsaw Commodity Exchange to Hedge Exchange Rate Risk
Languages of publication
Abstracts
The article outlines the issues of exchange rate risk (it's specificity and types) and derivative instruments (based on currencies) quoted on Warsaw Commodity Exchange. The exchange rate risk is one of the most significant in conducting business activities. Searching the most effective way for stabilise the economic process we should consider usage of financial futures. The contract construction guaranties that it is sure to obtain satisfying level of exchange rate risk protection. The contract transforms indefinite level of exchange rate risk into the “basis change risk”, which is lower and much more predictable. Hence, the attention is paid to the hedging mechanism.
Keywords
Year
Volume
Physical description
Dates
published
2007
Contributors
References
Document Type
Publication order reference
Identifiers
URI
http://hdl.handle.net/11089/16245
YADDA identifier
bwmeta1.element.hdl_11089_16245
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